FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-07-24 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 | - | 1.4304 | - | 5.0823 | - | 1.4080 | - | 1.2249 | - | 6.7713 | - | 1.3317 | - | 1.1382 | - | 163.70 | - | 17.474 | - | 1.7283 | - | 78.090 | - | 16.883 | - | 1462.1 | - | 47.306 | - | 96.552 | - | 4.0880 |
| JUL26 | 101.38 | -0.0002 | 1.4302 | -0.0228 | 5.0595 | -0.0011 | 1.4069 | -0.0020 | 1.2229 | +0.0225 | 6.7938 | - | 1.3317 | - | 1.1396 | +0.2300 | 163.93 | +0.0690 | 17.543 | +0.0014 | 1.7297 | - | 101.01 | -0.0210 | 16.862 | -33.500 | 1428.6 | -0.8397 | 46.467 | +0.3470 | 96.899 | - | 4.0880 |
| AUG26 | 100.98 | +0.0010 | 1.4312 | +0.0539 | 5.1134 | -0.0010 | 1.4059 | +0.0207 | 1.2436 | -0.0166 | 6.7772 | -0.0003 | 1.3314 | - | 1.1412 | +0.6400 | 164.57 | +0.0550 | 17.598 | -0.0111 | 1.7186 | - | - | +0.0300 | 16.892 | - | 1428.6 | +1.4202 | 47.887 | - | 96.899 | -0.0035 | 4.0845 |
| SEP26 | 100.99 | +0.0011 | 1.4323 | +0.0043 | 5.1177 | -0.0006 | 1.4053 | +0.0002 | 1.2438 | -0.0021 | 6.7751 | +0.0001 | 1.3315 | - | 1.1432 | -0.6400 | 163.93 | +0.0080 | 17.606 | +0.0018 | 1.7204 | - | - | +0.0280 | 16.920 | - | 1428.6 | +1.3744 | 49.261 | +0.1800 | 97.079 | -0.0001 | 4.0844 |
| OCT26 | 100.99 | +0.0010 | 1.4333 | +0.0045 | 5.1222 | -0.0007 | 1.4046 | +0.0002 | 1.2440 | -0.0022 | 6.7729 | +0.0001 | 1.3316 | - | 1.1435 | -0.6600 | 163.27 | +0.0070 | 17.613 | +0.0010 | 1.7214 | - | - | +0.0070 | 16.927 | - | 1428.6 | +4.1998 | 53.461 | +0.4300 | 97.509 | -0.0038 | 4.0806 |
| NOV26 | 100.99 | +0.0031 | 1.4364 | +0.0396 | 5.1618 | -0.0024 | 1.4022 | - | 1.2440 | -0.0151 | 6.7578 | - | 1.3316 | - | 1.1461 | -1.3400 | 161.93 | +0.0480 | 17.661 | +0.0003 | 1.7217 | - | 101.01 | +0.0440 | 16.971 | - | 1428.6 | +0.0131 | 53.474 | +0.4080 | 97.917 | -0.0043 | 4.0763 |
| DEC26 | 100.99 | +0.0006 | 1.4370 | +0.0362 | 5.1980 | -0.0019 | 1.4003 | - | 1.2440 | -0.0146 | 6.7432 | +0.0001 | 1.3317 | - | 1.1475 | -0.6400 | 161.29 | +0.0380 | 17.699 | +0.0001 | 1.7218 | - | 101.01 | +0.0430 | 17.014 | - | 1428.6 | +0.0019 | 53.476 | +0.2840 | 98.201 | -0.0043 | 4.0720 |
| JAN27 | 100.99 | - | 1.4365 | - | 5.2330 | - | 1.3986 | - | 1.2440 | - | 6.7284 | - | 1.3318 | - | 1.1488 | - | 161.29 | - | 17.738 | - | 1.7218 | - | 101.01 | - | 17.058 | - | 1428.6 | - | 53.478 | - | 98.493 | - | 4.0671 |
| 4Q26 | 100.99 | -0.0009 | 1.4356 | -0.0723 | 5.1607 | +0.0037 | 1.4023 | - | 1.2440 | +0.0296 | 6.7580 | -0.0002 | 1.3316 | - | 1.1505 | +0.8700 | 162.16 | -0.0800 | 17.658 | -0.0002 | 1.7216 | - | - | -0.0870 | 16.971 | - | 1428.6 | -0.0078 | 53.470 | -0.6170 | 97.876 | +0.0092 | 4.0763 |
| 1Q27 | 100.99 | +0.0028 | 1.4384 | +0.1053 | 5.2660 | -0.0061 | 1.3962 | +0.0001 | 1.2441 | -0.0451 | 6.7129 | - | 1.3316 | - | 1.1518 | -0.8700 | 161.29 | +0.1250 | 17.783 | +0.0007 | 1.7223 | - | 101.01 | +0.1230 | 17.094 | - | 1428.6 | +0.0282 | 53.499 | +0.8120 | 98.688 | -0.0123 | 4.0640 |
| 2Q27 | 100.76 | +0.0011 | 1.4395 | +0.0559 | 5.3219 | -0.0007 | 1.3955 | +0.0130 | 1.2571 | -0.0447 | 6.6682 | -0.0001 | 1.3315 | - | 1.1552 | - | 161.29 | +0.1280 | 17.911 | -0.0003 | 1.7220 | - | 101.01 | +0.1350 | 17.229 | - | 1428.6 | +4.3407 | 57.839 | +0.2550 | 98.943 | +0.0123 | 4.0763 |
| 3Q27 | 100.64 | -0.0033 | 1.4362 | +0.1526 | 5.4745 | +0.0099 | 1.4054 | +0.0131 | 1.2702 | -0.0442 | 6.6240 | +0.0005 | 1.3320 | - | 1.1546 | - | 161.29 | +0.1400 | 18.051 | -0.0025 | 1.7195 | - | 101.01 | +0.1320 | 17.361 | - | 1428.6 | +4.7479 | 62.587 | +0.6810 | 99.624 | +0.0595 | 4.1358 |
| 4Q27 | 100.22 | - | 1.4271 | - | 5.8816 | - | 1.4316 | - | 1.2830 | - | 6.5961 | - | 1.3335 | - | 1.1558 | - | 161.29 | - | 17.860 | - | 1.7177 | - | 101.01 | - | 17.184 | - | 1428.6 | - | 68.146 | - | 101.21 | - | 4.2746 |
| 2026 | 101.05 | +0.0063 | 1.4334 | -0.7528 | 5.1288 | -0.0274 | 1.4042 | -0.0426 | 1.2404 | +0.1739 | 6.7700 | -0.0019 | 1.3316 | - | 1.1570 | +1.8700 | 163.16 | -0.2400 | 17.620 | +0.0046 | 1.7223 | - | - | -0.2530 | 16.931 | - | 1428.6 | -17.475 | 50.671 | -3.7940 | 97.417 | -0.1936 | 4.0810 |
| 2027 | 100.65 | +0.0019 | 1.4353 | +0.3572 | 5.4860 | +0.0030 | 1.4072 | +0.0232 | 1.2636 | -0.1197 | 6.6503 | +0.0006 | 1.3322 | - | 1.1585 | -1.8700 | 161.29 | +0.2810 | 17.901 | -0.0019 | 1.7204 | - | 101.01 | +0.2860 | 17.217 | - | 1428.6 | +9.8469 | 60.518 | +2.1990 | 99.616 | +0.0567 | 4.1377 |
| 2028 | 99.722 | +0.0008 | 1.4361 | +0.7429 | 6.2289 | -0.0010 | 1.4062 | +0.0576 | 1.3212 | -0.1614 | 6.4889 | +0.0135 | 1.3457 | - | 1.1597 | - | 161.29 | +0.5650 | 18.466 | -0.0054 | 1.7150 | - | 101.01 | +0.4400 | 17.657 | - | 1428.6 | +27.619 | 88.137 | +13.480 | 113.10 | +0.3144 | 4.4521 |
| 2029 | 98.919 | +2.1400 | 1.4575 | +1.7400 | 6.2463 | -6.1200 | 1.3450 | +0.0561 | 1.3773 | -0.1119 | 6.3770 | +5.3500 | 1.3992 | - | 1.1609 | - | 161.29 | +0.4010 | 18.867 | -5.8000 | 1.7092 | - | 101.01 | +0.4590 | 18.116 | - | 1428.6 | +26.871 | 115.01 | +49.542 | 162.64 | - | - |
| SPOT |
|---|
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |