FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-01-23 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 | - | 1.4507 | - | 5.2895 | - | 1.3698 | - | 1.2835 | - | 6.9626 | - | 1.3629 | - | 1.1828 | - | 155.67 | - | 17.363 | - | 1.6810 | - | 75.425 | - | 16.101 | - | 1445.9 | - | 43.372 | - | 91.635 | - | 4.0030 |
| JAN26 | 97.420 | +0.0002 | 1.4509 | -0.0128 | 5.2767 | +0.0013 | 1.3711 | -0.0034 | 1.2801 | +0.0284 | 6.9910 | +0.0010 | 1.3639 | -0.0010 | 1.1818 | +0.5800 | 156.25 | +0.0950 | 17.458 | -0.0019 | 1.6791 | - | 101.01 | +0.0570 | 16.158 | -17.300 | 1428.6 | -0.4767 | 42.896 | -0.0180 | 91.617 | - | 4.0030 |
| FEB26 | 96.925 | -0.0008 | 1.4501 | +0.0505 | 5.3272 | -0.0046 | 1.3665 | +0.0271 | 1.3072 | -0.0380 | 6.9530 | +0.0013 | 1.3652 | +0.0044 | 1.1862 | +0.6200 | 156.87 | +0.1240 | 17.582 | -0.0038 | 1.6753 | - | 101.01 | +0.0230 | 16.181 | - | 1428.6 | +0.9243 | 43.820 | +0.2690 | 91.886 | -0.0032 | 3.9998 |
| MAR26 | 96.969 | - | 1.4501 | +0.0033 | 5.3305 | +0.0004 | 1.3669 | -0.0026 | 1.3046 | +0.0011 | 6.9541 | -0.0007 | 1.3645 | -0.0002 | 1.1860 | -0.6200 | 156.25 | -0.0070 | 17.575 | -0.0005 | 1.6748 | - | 101.01 | +0.0260 | 16.207 | - | 1428.6 | +1.0232 | 44.843 | -0.0660 | 91.820 | +0.0001 | 3.9999 |
| APR26 | 96.991 | +0.0001 | 1.4502 | +0.0032 | 5.3337 | +0.0003 | 1.3672 | -0.0012 | 1.3034 | +0.0011 | 6.9552 | -0.0006 | 1.3639 | -0.0002 | 1.1858 | -0.6000 | 155.65 | -0.0070 | 17.568 | -0.0002 | 1.6746 | - | 101.01 | +0.0010 | 16.208 | - | 1428.6 | +2.9937 | 47.837 | +0.1770 | 91.997 | -0.0029 | 3.9970 |
| MAY26 | 96.999 | +0.0004 | 1.4506 | +0.0352 | 5.3689 | -0.0015 | 1.3657 | -0.0005 | 1.3029 | -0.0166 | 6.9386 | -0.0011 | 1.3628 | +0.0012 | 1.1870 | -1.1800 | 154.47 | +0.0450 | 17.613 | -0.0001 | 1.6745 | - | 101.01 | +0.0320 | 16.240 | - | 1428.6 | +0.0090 | 47.846 | +0.2200 | 92.217 | -0.0023 | 3.9947 |
| JUN26 | 97.000 | +0.0010 | 1.4516 | +0.0376 | 5.4065 | -0.0019 | 1.3638 | -0.0001 | 1.3028 | -0.0159 | 6.9227 | -0.0002 | 1.3626 | +0.0012 | 1.1882 | -0.6200 | 153.85 | +0.0550 | 17.668 | - | 1.6745 | - | 101.01 | +0.0400 | 16.280 | - | 1428.6 | +0.0012 | 47.847 | +0.2300 | 92.447 | -0.0025 | 3.9922 |
| JUL26 | 97.001 | - | 1.4508 | - | 5.4435 | - | 1.3612 | - | 1.3027 | - | 6.9097 | - | 1.3639 | - | 1.1907 | - | 153.85 | - | 17.722 | - | 1.6745 | - | 101.01 | - | 16.313 | - | 1428.6 | - | 47.848 | - | 92.645 | - | 3.9899 |
| 2Q26 | 96.997 | - | 1.4508 | -0.0738 | 5.3697 | +0.0044 | 1.3656 | +0.0003 | 1.3030 | +0.0291 | 6.9388 | -0.0008 | 1.3631 | -0.0037 | 1.1870 | +0.8000 | 154.65 | -0.1060 | 17.616 | - | 1.6745 | - | 101.01 | -0.0700 | 16.243 | - | 1428.6 | -0.0051 | 47.843 | -0.4250 | 92.220 | +0.0047 | 3.9946 |
| 3Q26 | 97.014 | +0.0007 | 1.4515 | +0.1139 | 5.4836 | -0.0040 | 1.3616 | -0.0010 | 1.3020 | -0.0422 | 6.8966 | +0.0003 | 1.3634 | +0.0032 | 1.1902 | -0.8000 | 153.85 | +0.1570 | 17.773 | -0.0002 | 1.6743 | - | 101.01 | +0.1060 | 16.349 | - | 1428.6 | +0.0191 | 47.862 | +0.5560 | 92.776 | -0.0061 | 3.9885 |
| 4Q26 | 96.859 | +0.0033 | 1.4548 | +0.0062 | 5.4898 | -0.0039 | 1.3577 | +0.0079 | 1.3099 | -0.0378 | 6.8588 | -0.0011 | 1.3623 | +0.0036 | 1.1938 | -0.2600 | 153.59 | +0.1700 | 17.943 | -0.0039 | 1.6704 | - | 101.01 | +0.0980 | 16.447 | - | 1428.6 | +3.1753 | 51.038 | -0.1990 | 92.577 | -0.0045 | 3.9840 |
| 1Q27 | 96.667 | +0.0014 | 1.4562 | -0.2030 | 5.2868 | -0.0037 | 1.3540 | +0.0110 | 1.3209 | -0.0360 | 6.8228 | -0.0005 | 1.3618 | +0.0041 | 1.1979 | -1.8200 | 151.77 | +0.1730 | 18.116 | -0.0029 | 1.6675 | - | 101.01 | +0.1000 | 16.547 | - | 1428.6 | +3.3697 | 54.407 | -1.0920 | 91.485 | -0.0156 | 3.9684 |
| 2Q27 | 96.276 | - | 1.4601 | - | 4.7469 | - | 1.3550 | - | 1.3325 | - | 6.8024 | - | 1.3615 | - | 1.1974 | - | 154.38 | - | 18.126 | - | 1.6665 | - | 101.01 | - | 16.560 | - | 1428.6 | - | 58.155 | - | 88.946 | - | 3.9322 |
| 2026 | 96.993 | -0.0082 | 1.4519 | +0.6667 | 5.4136 | +0.0083 | 1.3633 | -0.0295 | 1.3030 | +0.1126 | 6.9150 | +0.0018 | 1.3633 | -0.0085 | 1.1889 | +0.2600 | 154.64 | -0.4090 | 17.717 | +0.0074 | 1.6739 | - | 101.01 | -0.2550 | 16.305 | - | 1428.6 | -10.506 | 47.649 | +3.3910 | 92.337 | +0.0598 | 3.9920 |
| 2027 | 96.205 | +0.0147 | 1.4666 | -0.7469 | 4.6667 | -0.0093 | 1.3540 | +0.0367 | 1.3397 | -0.1314 | 6.7836 | -0.0025 | 1.3608 | +0.0067 | 1.1956 | +7.8000 | 162.44 | +0.6800 | 18.397 | -0.0067 | 1.6672 | - | 101.01 | +0.3470 | 16.652 | - | 1428.6 | +13.457 | 61.106 | -6.9400 | 85.397 | -0.1105 | 3.8815 |
| 2028 | 95.268 | +0.0145 | 1.4811 | +1.6999 | 6.3666 | -0.0184 | 1.3356 | +0.0516 | 1.3913 | -0.1132 | 6.6704 | -0.0127 | 1.3481 | -0.0310 | 1.1646 | +140.30 | 302.74 | +0.8630 | 19.260 | -0.0008 | 1.6664 | - | 101.01 | +0.3790 | 17.031 | - | 1428.6 | +17.673 | 78.779 | -46.046 | 39.351 | +0.0343 | 3.9158 |
| 2029 | 94.599 | +0.0122 | 1.4933 | +0.3362 | 6.7028 | -8.9000 | 1.3267 | +0.0342 | 1.4255 | -0.0343 | 6.6361 | -2.7400 | 1.3207 | -6.6900 | 1.0977 | +302.40 | 605.14 | +0.5860 | 19.846 | - | 1.6664 | - | 101.01 | +0.2440 | 17.275 | - | 1428.6 | +11.939 | 90.718 | -80.205 | -40.854 | - | - |
| SPOT |
|---|
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |