FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-07-22 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 | - | 1.4347 | - | 5.1106 | - | 1.4018 | - | 1.2370 | - | 6.7755 | - | 1.3442 | - | 1.1431 | - | 162.48 | - | 17.542 | - | 1.7144 | - | 78.196 | - | 16.551 | - | 1486.7 | - | 47.152 | - | 96.270 | - | 4.0900 |
| JUL26 | 100.74 | -0.0029 | 1.4318 | -0.0180 | 5.0926 | -0.0006 | 1.4012 | +0.0008 | 1.2378 | +0.0230 | 6.7985 | +0.0014 | 1.3456 | - | 1.1439 | -1.1900 | 161.29 | -0.0920 | 17.451 | -0.0034 | 1.7110 | - | 101.01 | -0.0520 | 16.499 | -58.100 | 1428.6 | -0.4968 | 46.655 | +0.2270 | 96.497 | - | 4.0900 |
| AUG26 | 100.28 | +0.0017 | 1.4335 | +0.0708 | 5.1634 | -0.0035 | 1.3977 | +0.0207 | 1.2585 | -0.0281 | 6.7704 | -0.0002 | 1.3454 | - | 1.1450 | - | 161.29 | +0.0550 | 17.506 | -0.0064 | 1.7046 | - | - | +0.0570 | 16.556 | - | 1428.6 | +1.3243 | 47.979 | +0.2710 | 96.768 | -0.0036 | 4.0864 |
| SEP26 | 100.29 | - | 1.4335 | -0.0008 | 5.1626 | -0.0001 | 1.3976 | +0.0002 | 1.2587 | +0.0001 | 6.7705 | - | 1.3454 | - | 1.1458 | - | 161.29 | +0.0070 | 17.513 | +0.0001 | 1.7047 | - | - | +0.0550 | 16.611 | - | 1428.6 | +1.2817 | 49.261 | +0.0070 | 96.775 | -0.0001 | 4.0863 |
| OCT26 | 100.30 | - | 1.4335 | -0.0008 | 5.1618 | -0.0001 | 1.3975 | +0.0002 | 1.2589 | +0.0001 | 6.7706 | - | 1.3454 | - | 1.1483 | - | 161.29 | +0.0080 | 17.521 | - | 1.7047 | - | - | - | 16.611 | - | 1428.6 | +3.8984 | 53.160 | +0.2770 | 97.052 | -0.0037 | 4.0826 |
| NOV26 | 100.30 | +0.0008 | 1.4343 | +0.0340 | 5.1958 | -0.0020 | 1.3955 | - | 1.2589 | -0.0139 | 6.7567 | -0.0001 | 1.3453 | - | 1.1487 | - | 161.29 | +0.0470 | 17.568 | - | 1.7047 | - | 101.01 | +0.0490 | 16.660 | - | 1428.6 | +0.0279 | 53.187 | +0.2790 | 97.331 | -0.0041 | 4.0785 |
| DEC26 | 100.30 | +0.0008 | 1.4351 | +0.0335 | 5.2293 | -0.0019 | 1.3936 | - | 1.2589 | -0.0135 | 6.7432 | -0.0001 | 1.3452 | - | 1.1500 | - | 161.29 | +0.0370 | 17.605 | - | 1.7047 | - | 101.01 | +0.0340 | 16.694 | - | 1428.6 | +0.0041 | 53.192 | +0.2640 | 97.595 | -0.0041 | 4.0744 |
| JAN27 | 100.30 | - | 1.4359 | - | 5.2633 | - | 1.3917 | - | 1.2589 | - | 6.7295 | - | 1.3451 | - | 1.1514 | - | 161.29 | - | 17.645 | - | 1.7047 | - | 101.01 | - | 16.729 | - | 1428.6 | - | 53.196 | - | 97.867 | - | 4.0701 |
| 4Q26 | 100.30 | -0.0016 | 1.4343 | -0.0677 | 5.1956 | +0.0039 | 1.3956 | - | 1.2589 | +0.0273 | 6.7568 | +0.0002 | 1.3453 | - | 1.1530 | - | 161.29 | -0.0800 | 17.565 | - | 1.7047 | - | - | -0.0740 | 16.655 | - | 1428.6 | -0.0166 | 53.180 | -0.5410 | 97.326 | +0.0084 | 4.0785 |
| 1Q27 | 100.30 | +0.0022 | 1.4365 | +0.1007 | 5.2963 | -0.0058 | 1.3898 | +0.0001 | 1.2590 | -0.0408 | 6.7160 | -0.0004 | 1.3449 | - | 1.1542 | -0.8300 | 160.46 | +0.1240 | 17.689 | +0.0001 | 1.7048 | - | 101.01 | +0.1260 | 16.772 | - | 1428.6 | +0.0601 | 53.240 | +0.7260 | 98.052 | -0.0113 | 4.0672 |
| 2Q27 | 100.08 | -0.0035 | 1.4330 | -0.0415 | 5.2548 | -0.0003 | 1.3895 | +0.0130 | 1.2720 | -0.0438 | 6.6722 | - | 1.3449 | - | 1.1557 | +22.260 | 182.72 | +0.1290 | 17.818 | -0.0033 | 1.7014 | - | 101.01 | +0.1270 | 16.899 | - | 1428.6 | +4.2665 | 57.506 | +0.3940 | 98.446 | +0.0020 | 4.0692 |
| 3Q27 | 99.958 | -0.0257 | 1.4073 | -0.4576 | 4.7972 | +0.0098 | 1.3993 | +0.0128 | 1.2848 | -0.0460 | 6.6262 | +0.0011 | 1.3460 | - | 1.1570 | +145.01 | 327.73 | +0.1440 | 17.962 | -0.0024 | 1.6990 | - | 101.01 | +0.1130 | 17.029 | - | 1428.6 | +4.6912 | 62.197 | +1.2990 | 99.745 | +0.0151 | 4.0843 |
| 4Q27 | 99.539 | - | 1.3390 | - | 3.5770 | - | 1.4252 | - | 1.2973 | - | 6.6048 | - | 1.3489 | - | 1.1583 | - | 714.43 | - | 17.764 | - | 1.6973 | - | 101.01 | - | 17.320 | - | 1428.6 | - | 67.624 | - | 102.78 | - | 4.1195 |
| 2026 | 100.37 | +0.0947 | 1.4336 | +1.5906 | 5.1676 | -0.0280 | 1.3972 | -0.0420 | 1.2553 | +0.1635 | 6.7683 | -0.0036 | 1.3454 | - | 1.1608 | -553.14 | 161.29 | -0.2370 | 17.527 | +0.0084 | 1.7058 | - | - | -0.7150 | 16.605 | - | 1428.6 | -17.051 | 50.572 | -5.7740 | 97.003 | -0.0365 | 4.0830 |
| 2027 | 99.970 | -0.0297 | 1.4039 | -0.4362 | 4.7314 | +0.0034 | 1.4010 | +0.0229 | 1.2782 | -0.1135 | 6.6548 | +0.0008 | 1.3462 | - | 1.1610 | +185.05 | 346.34 | +0.2810 | 17.808 | -0.0052 | 1.7006 | - | 101.01 | +0.4000 | 17.005 | - | 1428.6 | +9.5693 | 60.142 | +2.7130 | 99.755 | +0.0021 | 4.0851 |
| 2028 | 99.037 | -0.0491 | 1.3548 | -0.6146 | 4.1168 | -0.0009 | 1.4001 | +0.0572 | 1.3354 | -0.1263 | 6.5285 | +0.0271 | 1.3733 | - | 1.1622 | +3592.0 | 3938.3 | +0.5570 | 18.365 | -0.0051 | 1.6955 | - | 101.01 | +0.4080 | 17.745 | - | 1428.6 | +25.569 | 85.711 | +25.712 | 125.47 | +0.0490 | 4.1341 |
| 2029 | 98.234 | +9.4000 | 1.4488 | +2.0144 | 6.1312 | -0.0607 | 1.3394 | +0.0561 | 1.3915 | -0.1117 | 6.4168 | +0.1070 | 1.4803 | - | 1.1634 | +14150.9 | 18089.2 | +0.3960 | 18.761 | -4.4000 | 1.6911 | - | 101.01 | +0.6540 | 18.399 | - | 1428.6 | +24.297 | 110.01 | +94.587 | 220.05 | - | - |
| SPOT |
|---|
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |