FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-06-21 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 | - | 1.5413 | - | 5.4910 | - | 1.3689 | - | 1.2256 | - | 7.1880 | - | 1.3487 | - | 1.1542 | - | 145.18 | - | 19.015 | - | 1.6717 | - | 77.998 | - | 18.007 | - | 1370.3 | - | 39.637 | - | 86.793 | - | 4.2470 |
| JUN25 | 98.412 | -0.0050 | 1.5363 | -0.0330 | 5.4580 | -0.0009 | 1.3680 | +0.0010 | 1.2266 | +0.0061 | 7.1941 | +0.0050 | 1.3537 | - | 1.1561 | -0.2500 | 144.93 | -0.0040 | 19.011 | -0.0153 | 1.6564 | - | 101.01 | -0.0540 | 17.953 | +58.300 | 1428.6 | -0.1591 | 39.478 | -0.0630 | 86.730 | - | 4.2470 |
| JUL25 | 98.313 | +0.0132 | 1.5495 | +0.0746 | 5.5326 | +0.0011 | 1.3691 | +0.0185 | 1.2451 | -0.0435 | 7.1506 | -0.0134 | 1.3403 | - | 1.1589 | +0.5300 | 145.46 | +0.1450 | 19.156 | +0.0411 | 1.6975 | - | 101.01 | +0.0650 | 18.018 | - | 1428.6 | +1.2217 | 40.700 | +0.1280 | 86.858 | -0.0048 | 4.2422 |
| AUG25 | 98.192 | -0.0032 | 1.5463 | +0.0045 | 5.5371 | -0.0011 | 1.3680 | +0.0018 | 1.2469 | +0.0025 | 7.1531 | +0.0028 | 1.3431 | - | 1.1564 | -0.5300 | 144.93 | +0.0010 | 19.157 | -0.0151 | 1.6824 | - | 101.01 | +0.0650 | 18.083 | - | 1428.6 | +1.2216 | 41.921 | -0.0490 | 86.809 | -0.0001 | 4.2421 |
| SEP25 | 98.121 | -0.0030 | 1.5433 | +0.0044 | 5.5415 | -0.0011 | 1.3669 | +0.0011 | 1.2480 | +0.0024 | 7.1555 | +0.0027 | 1.3458 | - | 1.1657 | -0.5200 | 144.41 | +0.0010 | 19.158 | -0.0089 | 1.6735 | - | 101.01 | -0.0070 | 18.076 | - | 1428.6 | +4.7492 | 46.670 | +0.0320 | 86.841 | -0.0051 | 4.2370 |
| OCT25 | 98.083 | -0.0035 | 1.5398 | +0.0480 | 5.5895 | -0.0027 | 1.3642 | +0.0006 | 1.2486 | -0.0138 | 7.1417 | - | 1.3458 | - | 1.1720 | -1.0200 | 143.39 | +0.0630 | 19.221 | -0.0047 | 1.6688 | - | 101.01 | +0.0400 | 18.116 | - | 1428.6 | +0.0417 | 46.712 | +0.0860 | 86.927 | -0.0050 | 4.2320 |
| NOV25 | 98.070 | -0.0051 | 1.5347 | +0.0480 | 5.6375 | -0.0027 | 1.3615 | +0.0002 | 1.2488 | -0.0142 | 7.1275 | -0.0033 | 1.3425 | - | 1.1783 | -0.5300 | 142.86 | +0.0560 | 19.277 | -0.0016 | 1.6672 | - | 101.01 | +0.0330 | 18.149 | - | 1428.6 | +0.0147 | 46.727 | +0.1410 | 87.068 | -0.0053 | 4.2267 |
| DEC25 | 98.068 | - | 1.5371 | - | 5.6800 | - | 1.3616 | - | 1.2488 | - | 7.1125 | - | 1.3469 | - | 1.1789 | - | 142.86 | - | 19.342 | - | 1.6669 | - | 101.01 | - | 18.190 | - | 1428.6 | - | 46.729 | - | 87.202 | - | 4.2216 |
| 3Q25 | 98.209 | +0.0092 | 1.5463 | -0.1429 | 5.5371 | +0.0064 | 1.3680 | -0.0021 | 1.2467 | +0.0405 | 7.1530 | -0.0038 | 1.3431 | - | 1.1837 | +2.0700 | 144.93 | -0.1850 | 19.157 | +0.0175 | 1.6844 | - | 101.01 | -0.1310 | 18.059 | - | 1428.6 | -3.6320 | 43.097 | -0.3660 | 86.836 | +0.0188 | 4.2404 |
| 4Q25 | 98.074 | -0.0091 | 1.5372 | +0.0986 | 5.6357 | -0.0056 | 1.3624 | +0.0020 | 1.2487 | -0.0258 | 7.1272 | +0.0019 | 1.3450 | - | 1.1885 | -1.8900 | 143.04 | +0.1230 | 19.280 | -0.0167 | 1.6677 | - | 101.01 | +0.0930 | 18.152 | - | 1428.6 | +3.6256 | 46.723 | +0.2300 | 87.066 | -0.0137 | 4.2267 |
| 1Q26 | 98.045 | -0.0006 | 1.5366 | +0.1153 | 5.7510 | -0.0048 | 1.3576 | +0.0004 | 1.2491 | -0.0434 | 7.0838 | +0.0037 | 1.3487 | - | 1.1934 | -0.3800 | 142.66 | +0.1880 | 19.468 | -0.0036 | 1.6641 | - | 101.01 | +0.1270 | 18.279 | - | 1428.6 | +0.0317 | 46.754 | +0.2790 | 87.345 | -0.0117 | 4.2150 |
| 2Q26 | 97.696 | -0.0028 | 1.5338 | -0.0151 | 5.7359 | -0.0054 | 1.3522 | +0.0136 | 1.2627 | -0.0399 | 7.0439 | +0.0009 | 1.3496 | - | 1.1975 | -1.8100 | 140.85 | +0.1920 | 19.660 | -0.0158 | 1.6483 | - | 101.01 | +0.1180 | 18.397 | - | 1428.6 | +3.7535 | 50.508 | +0.0140 | 87.359 | -0.0198 | 4.1952 |
| 3Q26 | 97.268 | - | 1.5281 | - | 5.6098 | - | 1.3477 | - | 1.2759 | - | 7.0144 | - | 1.3449 | - | 1.2017 | - | 139.11 | - | 19.852 | - | 1.6437 | - | 101.01 | - | 18.541 | - | 1428.6 | - | 54.375 | - | 87.403 | - | 4.1303 |
| 2025 | 98.180 | +0.0129 | 1.5410 | -0.0418 | 5.5680 | +0.0179 | 1.3656 | -0.0312 | 1.2447 | +0.1334 | 7.1478 | +0.0005 | 1.3454 | - | 1.2058 | +5.0100 | 144.12 | -0.6630 | 19.189 | +0.0295 | 1.6732 | - | 101.01 | -0.4580 | 18.083 | - | 1428.6 | -10.242 | 44.134 | -0.4840 | 86.919 | +0.1052 | 4.2355 |
| 2026 | 97.441 | -0.0076 | 1.5334 | +0.0350 | 5.6030 | -0.0139 | 1.3517 | +0.0243 | 1.2690 | -0.1138 | 7.0340 | +0.0033 | 1.3487 | - | 1.2101 | -3.1200 | 141.00 | +0.5400 | 19.729 | -0.0234 | 1.6498 | - | 101.01 | +0.3870 | 18.470 | - | 1428.6 | +8.4033 | 52.537 | +0.4820 | 87.401 | -0.1020 | 4.1335 |
| 2027 | 95.878 | -0.0010 | 1.5324 | +0.5400 | 6.1430 | -0.0130 | 1.3387 | +0.0566 | 1.3256 | -0.0981 | 6.9359 | +0.1225 | 1.4712 | - | 1.2144 | +41.400 | 182.40 | +0.8360 | 20.565 | -0.0082 | 1.6416 | - | 101.01 | +0.6790 | 19.149 | - | 1428.6 | +19.803 | 72.340 | +0.7350 | 88.136 | -0.2864 | 3.8471 |
| 2028 | 94.529 | -0.0105 | 1.5219 | +0.8893 | 7.0323 | -0.0157 | 1.3230 | +5.1000 | 1.3766 | -0.0949 | 6.8410 | +0.6431 | 2.1143 | - | 1.2185 | +220.55 | 402.95 | +0.6860 | 21.251 | -2.2000 | 1.6394 | - | 101.01 | +0.5960 | 19.745 | - | 1428.6 | +16.821 | 89.161 | +2.3790 | 90.515 | - | - |
| SPOT |
|---|
| JUN25 |
| JUL25 |
| AUG25 |
| SEP25 |
| OCT25 |
| NOV25 |
| DEC25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |