FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-03-06 23:00:08 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 | - | 1.4182 | - | 5.2312 | - | 1.3633 | - | 1.2814 | - | 6.8907 | - | 1.3356 | - | 1.1613 | - | 157.35 | - | 17.626 | - | 1.6880 | - | 78.640 | - | 16.495 | - | 1472.2 | - | 43.991 | - | 91.626 | - | 3.9415 |
| MAR26 | 98.975 | +0.0006 | 1.4188 | -0.0031 | 5.2281 | -0.0005 | 1.3628 | +0.0016 | 1.2830 | +0.0106 | 6.9013 | -0.0001 | 1.3355 | - | 1.1630 | -1.1000 | 156.25 | -0.0510 | 17.575 | -0.0005 | 1.6875 | - | 101.01 | -0.1550 | 16.340 | -43.600 | 1428.6 | +0.4532 | 44.444 | +0.1260 | 91.752 | - | 3.9415 |
| APR26 | 98.689 | -0.0008 | 1.4180 | +0.1080 | 5.3361 | +0.0011 | 1.3639 | +0.0125 | 1.2955 | -0.0095 | 6.8918 | +0.0003 | 1.3358 | - | 1.1639 | - | 156.25 | +0.0620 | 17.637 | -0.0048 | 1.6827 | - | 101.01 | +0.0530 | 16.393 | - | 1428.6 | +1.1976 | 45.642 | +0.3040 | 92.056 | -0.0031 | 3.9384 |
| MAY26 | 98.677 | +0.0019 | 1.4199 | -0.0141 | 5.3220 | -0.0015 | 1.3624 | +0.0001 | 1.2956 | -0.0011 | 6.8907 | - | 1.3358 | - | 1.1664 | - | 156.25 | -0.0090 | 17.628 | -0.0003 | 1.6824 | - | 101.01 | +0.0270 | 16.420 | - | 1428.6 | +1.2374 | 46.879 | +0.1150 | 92.171 | - | 3.9384 |
| JUN26 | 98.675 | +0.0020 | 1.4219 | -0.0137 | 5.3083 | -0.0025 | 1.3599 | - | 1.2956 | -0.0120 | 6.8787 | - | 1.3358 | - | 1.1640 | - | 156.25 | +0.0480 | 17.676 | - | 1.6824 | - | 101.01 | +0.0010 | 16.421 | - | 1428.6 | +1.1975 | 48.077 | +0.5240 | 92.695 | -0.0030 | 3.9354 |
| JUL26 | 98.673 | -0.0020 | 1.4199 | +0.0173 | 5.3256 | -0.0023 | 1.3576 | - | 1.2956 | -0.0117 | 6.8670 | +0.0004 | 1.3362 | - | 1.1707 | - | 156.25 | +0.0460 | 17.722 | -0.0001 | 1.6823 | - | 101.01 | +0.0330 | 16.454 | - | 1428.6 | -0.0019 | 48.075 | +0.3420 | 93.037 | -0.0027 | 3.9327 |
| AUG26 | 98.661 | -0.0058 | 1.4141 | +0.0264 | 5.3520 | -0.0015 | 1.3561 | +0.0001 | 1.2957 | -0.0130 | 6.8540 | +0.0014 | 1.3376 | - | 1.1741 | - | 156.25 | +0.0480 | 17.770 | -0.0003 | 1.6820 | - | 101.01 | +0.0410 | 16.495 | - | 1428.6 | -0.0135 | 48.062 | +0.2140 | 93.251 | -0.0027 | 3.9300 |
| SEP26 | 98.628 | - | 1.4189 | - | 5.3898 | - | 1.3560 | - | 1.2959 | - | 6.8398 | - | 1.3361 | - | 1.1726 | - | 155.71 | - | 17.818 | - | 1.6811 | - | 101.01 | - | 16.529 | - | 1428.6 | - | 48.026 | - | 93.464 | - | 3.9276 |
| 2Q26 | 98.680 | +0.0010 | 1.4199 | -0.0677 | 5.3221 | +0.0060 | 1.3620 | -0.0003 | 1.2956 | +0.0473 | 6.8871 | -0.0003 | 1.3358 | - | 1.1779 | +0.5400 | 156.25 | -0.1710 | 17.647 | +0.0014 | 1.6825 | - | 101.01 | -0.1180 | 16.411 | - | 1428.6 | -1.1601 | 46.866 | -1.1570 | 92.307 | +0.0098 | 3.9374 |
| 3Q26 | 98.654 | -0.0023 | 1.4176 | +0.0337 | 5.3558 | -0.0054 | 1.3566 | +0.0001 | 1.2957 | -0.0335 | 6.8536 | +0.0008 | 1.3366 | - | 1.1810 | -0.1800 | 156.07 | +0.1230 | 17.770 | -0.0007 | 1.6818 | - | 101.01 | +0.0820 | 16.493 | - | 1428.6 | +1.1881 | 48.054 | +0.9440 | 93.251 | -0.0073 | 3.9301 |
| 4Q26 | 98.214 | +0.0045 | 1.4221 | +0.0951 | 5.4509 | -0.0037 | 1.3529 | +0.0132 | 1.3089 | -0.0396 | 6.8140 | -0.0008 | 1.3358 | - | 1.1840 | -1.8700 | 154.20 | +0.1510 | 17.921 | -0.0088 | 1.6730 | - | 101.01 | +0.1090 | 16.602 | - | 1428.6 | +3.5520 | 51.606 | +0.3550 | 93.606 | +0.0001 | 3.9302 |
| 1Q27 | 98.506 | +0.0040 | 1.4261 | +0.0365 | 5.4874 | -0.0042 | 1.3487 | +0.0107 | 1.3196 | -0.0328 | 6.7812 | +0.0015 | 1.3373 | - | 1.1871 | -0.6100 | 153.59 | +0.1430 | 18.064 | -0.0040 | 1.6690 | - | 101.01 | +0.1140 | 16.716 | - | 1428.6 | +3.9545 | 55.561 | -0.7070 | 92.899 | +0.0499 | 3.9801 |
| 2Q27 | 98.035 | - | 1.4173 | - | 5.5901 | - | 1.3494 | - | 1.3333 | - | 6.7616 | - | 1.3336 | - | 1.1901 | - | 150.92 | - | 18.180 | - | 1.6672 | - | 101.01 | - | 16.804 | - | 1428.6 | - | 59.633 | - | 90.635 | - | 4.1399 |
| 2026 | 98.562 | +0.0025 | 1.4198 | -0.2286 | 5.3615 | +0.0083 | 1.3577 | -0.0349 | 1.2984 | +0.0949 | 6.8565 | +0.0024 | 1.3360 | - | 1.1931 | +4.6600 | 155.58 | -0.4210 | 17.759 | +0.0127 | 1.6799 | - | 101.01 | -0.3180 | 16.486 | - | 1428.6 | -11.230 | 48.402 | +2.2890 | 92.924 | -0.2064 | 3.9335 |
| 2027 | 97.763 | -0.0294 | 1.3904 | +0.4345 | 5.7960 | -0.0059 | 1.3518 | +0.0401 | 1.3385 | -0.1072 | 6.7493 | -0.0135 | 1.3225 | - | 1.1960 | -12.910 | 142.67 | +0.5280 | 18.287 | -0.0088 | 1.6711 | - | 101.01 | +0.3510 | 16.837 | - | 1428.6 | +13.823 | 62.225 | -6.2150 | 86.709 | +0.4835 | 4.4170 |
| 2028 | 96.584 | +0.0124 | 1.4028 | +0.3519 | 6.1479 | -0.0247 | 1.3271 | +0.0528 | 1.3913 | -0.0926 | 6.6567 | -0.1937 | 1.1288 | - | 1.1988 | -143.41 | -0.7400 | +0.7620 | 19.049 | -0.0027 | 1.6684 | - | 101.01 | +0.5610 | 17.398 | - | 1428.6 | +23.239 | 85.464 | -55.636 | 31.073 | +0.1074 | 4.5244 |
| 2029 | 95.840 | -1.3000 | 1.3898 | +0.3345 | 6.4824 | -0.0117 | 1.3154 | +3.7000 | 1.4283 | -0.0587 | 6.5980 | -0.4940 | 0.6348 | - | 1.2016 | -365.83 | -366.57 | +0.5570 | 19.606 | +9.0000 | 1.6693 | - | 101.01 | +0.3800 | 17.778 | - | 1428.6 | +16.680 | 102.14 | -122.75 | -91.677 | - | - |
| SPOT |
|---|
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |