FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-12-05 23:00:05 GMT
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| % | AU | BR | CA | CH | CN | GB | EU | JP | MX | NZ | RU | ZA | KR | TR | IN | MY | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US DOLLAR INDEX | Australian Dollar | Brazilian Real | Canadian Dollar | Swiss Franc | Chinese Yuan | British Pound | European Euro | Japanese Yen | Mexican New Peso | NewZeland Dollar | Russian Rubble | Sud Africa Rand | Korean Won | Turkish Lira (New) | Indian Ruppies | Malaysian Ringgit | |||||||||||||||||
| Rates | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | Composite | |||||||||||||||||
| US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | US$ | ||||||||||||||||||
| Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | Pips | Swap | |
| USD | AUD | BRL | CAD | CHF | CNY | GBP | EUR | JPY | MXN | NZD | RUB | ZAR | KRW | TRY | INR | MYR | |||||||||||||||||
| SPOT | 100.00 | - | 1.5067 | - | 5.4390 | - | 1.3815 | - | 1.2429 | - | 7.0696 | - | 1.3329 | - | 1.1639 | - | 155.30 | - | 18.172 | - | 1.7322 | - | 76.400 | - | 16.920 | - | 1473.4 | - | 42.519 | - | 89.896 | - | 4.1070 |
| DEC25 | 98.995 | -0.0011 | 1.5056 | -0.0245 | 5.4145 | -0.0007 | 1.3808 | +0.0010 | 1.2439 | +0.0025 | 7.0721 | +0.0003 | 1.3332 | +0.0009 | 1.1648 | +0.9500 | 156.25 | +0.0760 | 18.248 | -0.0015 | 1.7307 | - | 101.01 | +0.0870 | 17.007 | -44.800 | 1428.6 | +0.2157 | 42.735 | +0.3490 | 90.245 | - | 4.1070 |
| JAN26 | 98.621 | +0.0004 | 1.5060 | +0.1030 | 5.5175 | -0.0011 | 1.3797 | +0.0124 | 1.2563 | -0.0199 | 7.0522 | +0.0002 | 1.3334 | +0.0020 | 1.1668 | -2.4000 | 153.85 | +0.0670 | 18.315 | -0.0060 | 1.7247 | - | 101.01 | +0.0290 | 17.036 | - | 1428.6 | +1.0804 | 43.815 | +0.0970 | 90.342 | -0.0046 | 4.1024 |
| FEB26 | 98.629 | -0.0001 | 1.5059 | -0.0079 | 5.5096 | +0.0001 | 1.3798 | - | 1.2563 | +0.0008 | 7.0530 | -0.0001 | 1.3333 | - | 1.1668 | +0.5400 | 154.39 | +0.0020 | 18.317 | - | 1.7247 | - | 101.01 | +0.0290 | 17.065 | - | 1428.6 | +0.9758 | 44.791 | +0.0230 | 90.365 | +0.0001 | 4.1025 |
| MAR26 | 98.630 | - | 1.5059 | -0.0086 | 5.5010 | -0.0015 | 1.3783 | - | 1.2563 | -0.0141 | 7.0389 | - | 1.3333 | +0.0017 | 1.1685 | -0.5400 | 153.85 | +0.0550 | 18.372 | - | 1.7247 | - | 101.01 | +0.0060 | 17.071 | - | 1428.6 | +1.0804 | 45.872 | +0.1530 | 90.518 | -0.0034 | 4.0991 |
| APR26 | 98.631 | -0.0001 | 1.5058 | +0.0427 | 5.5437 | -0.0020 | 1.3763 | - | 1.2563 | -0.0128 | 7.0261 | -0.0002 | 1.3331 | +0.0016 | 1.1701 | - | 153.85 | +0.0530 | 18.425 | - | 1.7247 | - | 101.01 | +0.0450 | 17.116 | - | 1428.6 | -0.0002 | 45.871 | +0.1990 | 90.717 | -0.0032 | 4.0959 |
| MAY26 | 98.640 | +0.0002 | 1.5060 | +0.0582 | 5.6019 | -0.0004 | 1.3759 | - | 1.2563 | -0.0121 | 7.0140 | +0.0001 | 1.3332 | +0.0015 | 1.1716 | - | 153.85 | +0.0590 | 18.484 | - | 1.7247 | - | 101.01 | +0.0360 | 17.152 | - | 1428.6 | -0.0016 | 45.870 | +0.2030 | 90.920 | -0.0030 | 4.0929 |
| JUN26 | 98.662 | - | 1.5060 | - | 5.6550 | - | 1.3744 | - | 1.2563 | - | 7.0027 | - | 1.3331 | - | 1.1716 | - | 153.85 | - | 18.554 | - | 1.7248 | - | 101.01 | - | 17.190 | - | 1428.6 | - | 45.866 | - | 91.122 | - | 4.0901 |
| 1Q26 | 98.627 | - | 1.5060 | -0.1456 | 5.5094 | +0.0049 | 1.3793 | - | 1.2563 | +0.0453 | 7.0480 | +0.0002 | 1.3333 | -0.0042 | 1.1674 | +0.1800 | 154.03 | -0.2190 | 18.335 | -0.0001 | 1.7247 | - | 101.01 | -0.1330 | 17.057 | - | 1428.6 | -1.0396 | 44.826 | -0.7140 | 90.408 | +0.0112 | 4.1013 |
| 2Q26 | 98.644 | -0.0001 | 1.5059 | +0.0908 | 5.6002 | -0.0038 | 1.3755 | - | 1.2563 | -0.0337 | 7.0143 | -0.0002 | 1.3331 | +0.0037 | 1.1711 | -0.1800 | 153.85 | +0.1520 | 18.487 | - | 1.7247 | - | 101.01 | +0.0960 | 17.153 | - | 1428.6 | +1.0429 | 45.869 | +0.5120 | 90.920 | -0.0083 | 4.0930 |
| 3Q26 | 98.389 | +0.0009 | 1.5068 | +0.1182 | 5.7184 | -0.0042 | 1.3713 | +0.0123 | 1.2686 | -0.0327 | 6.9816 | - | 1.3331 | +0.0037 | 1.1748 | -0.2300 | 153.62 | +0.1820 | 18.669 | -0.0057 | 1.7190 | - | 101.01 | +0.1180 | 17.271 | - | 1428.6 | +3.1678 | 49.037 | +0.3790 | 91.299 | -0.0045 | 4.0885 |
| 4Q26 | 98.394 | +0.0019 | 1.5087 | -0.0311 | 5.6873 | -0.0032 | 1.3681 | +0.0114 | 1.2800 | -0.0319 | 6.9497 | -0.0004 | 1.3327 | +0.0044 | 1.1792 | -1.8500 | 151.77 | +0.1990 | 18.868 | -0.0042 | 1.7148 | - | 101.01 | +0.1380 | 17.409 | - | 1428.6 | +3.3732 | 52.410 | -0.1770 | 91.122 | +0.0067 | 4.0952 |
| 1Q27 | 97.943 | - | 1.5099 | - | 5.5067 | - | 1.3687 | - | 1.2903 | - | 6.9345 | - | 1.3323 | - | 1.1788 | - | 154.34 | - | 19.010 | - | 1.7118 | - | 101.01 | - | 17.484 | - | 1428.6 | - | 56.215 | - | 90.570 | - | 4.1164 |
| 2025 | 98.995 | -0.0043 | 1.5056 | -0.0922 | 5.4145 | +0.0121 | 1.3808 | -0.0464 | 1.2439 | +0.1376 | 7.0721 | +0.0009 | 1.3332 | -0.0140 | 1.1648 | +1.9100 | 156.25 | -0.7620 | 18.248 | +0.0189 | 1.7307 | - | 101.01 | -0.4770 | 17.007 | - | 1428.6 | -13.480 | 42.735 | -0.3250 | 90.245 | -0.0094 | 4.1070 |
| 2026 | 98.513 | +0.0012 | 1.5068 | +0.2143 | 5.6288 | -0.0073 | 1.3735 | +0.0214 | 1.2653 | -0.0737 | 6.9984 | -0.0001 | 1.3331 | +0.0083 | 1.1731 | -2.9300 | 153.32 | +0.3420 | 18.590 | -0.0099 | 1.7208 | - | 101.01 | +0.2160 | 17.223 | - | 1428.6 | +5.3005 | 48.036 | +0.6920 | 90.937 | -0.0125 | 4.0945 |
| 2027 | 97.442 | +0.0104 | 1.5172 | -0.3120 | 5.3168 | -0.0055 | 1.3680 | +0.0439 | 1.3092 | -0.0947 | 6.9037 | -0.0036 | 1.3295 | +0.0029 | 1.1760 | +23.440 | 176.76 | +0.7390 | 19.329 | -0.0051 | 1.7157 | - | 101.01 | +0.4730 | 17.696 | - | 1428.6 | +14.763 | 62.799 | -3.0170 | 87.920 | +0.1236 | 4.2181 |
| 2028 | 96.440 | +0.0124 | 1.5296 | +1.3345 | 6.6513 | -0.0160 | 1.3520 | +0.0503 | 1.3595 | -0.0846 | 6.8191 | -2.5900 | 1.3036 | -0.0259 | 1.1501 | +201.23 | 377.99 | +0.8230 | 20.152 | -6.1000 | 1.7096 | - | 101.01 | +0.5560 | 18.252 | - | 1428.6 | +18.779 | 81.577 | -18.692 | 69.228 | - | - |
| SPOT |
|---|
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |