FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-09-05 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 | - | 1.3870 | - | 5.1001 | - | 1.3791 | - | 1.2376 | - | 6.7155 | - | 1.3533 | - | 1.1618 | - | 156.29 | - | 16.896 | - | 1.6961 | - | 86.643 | - | 15.975 | - | 1354.9 | - | 48.434 | - | 94.485 | - | 4.0445 |
| SEP26 | 99.030 | - | 1.3870 | +0.0166 | 5.1167 | -0.0006 | 1.3785 | +0.0008 | 1.2384 | +0.0550 | 6.7705 | -0.0002 | 1.3531 | - | 1.1639 | -0.0400 | 156.25 | +0.0530 | 16.949 | -0.0006 | 1.6955 | - | 101.01 | +0.0250 | 16.000 | +73.700 | 1428.6 | +0.3464 | 48.781 | +0.0870 | 94.572 | - | 4.0445 |
| OCT26 | 98.785 | +0.0009 | 1.3879 | +0.0481 | 5.1648 | -0.0022 | 1.3763 | +0.0121 | 1.2505 | -0.0183 | 6.7522 | -0.0004 | 1.3527 | - | 1.1640 | - | 156.25 | +0.0290 | 16.978 | -0.0040 | 1.6915 | - | - | +0.0260 | 16.026 | - | 1428.6 | +1.2048 | 49.985 | +0.3050 | 94.877 | -0.0042 | 4.0403 |
| NOV26 | 98.776 | +0.0001 | 1.3880 | +0.0005 | 5.1653 | - | 1.3763 | +0.0003 | 1.2508 | -0.0001 | 6.7521 | +0.0001 | 1.3528 | - | 1.1659 | - | 156.25 | - | 16.978 | +0.0002 | 1.6917 | - | - | +0.0510 | 16.077 | - | 1428.6 | +1.1659 | 51.151 | -0.0180 | 94.859 | -0.0001 | 4.0402 |
| DEC26 | 98.775 | +0.0009 | 1.3889 | +0.0005 | 5.1658 | -0.0019 | 1.3744 | - | 1.2508 | -0.0179 | 6.7342 | - | 1.3528 | - | 1.1692 | - | 156.25 | +0.0360 | 17.014 | +0.0001 | 1.6918 | - | - | -0.0070 | 16.070 | - | 1428.6 | +1.2048 | 52.356 | +0.2530 | 95.112 | -0.0043 | 4.0359 |
| JAN27 | 98.774 | +0.0007 | 1.3896 | +0.0271 | 5.1929 | -0.0019 | 1.3725 | - | 1.2508 | -0.0194 | 6.7148 | +0.0004 | 1.3532 | - | 1.1705 | -0.6000 | 155.65 | +0.0440 | 17.058 | - | 1.6918 | - | 101.01 | +0.0330 | 16.103 | - | 1428.6 | +0.0069 | 52.363 | +0.2560 | 95.368 | -0.0044 | 4.0315 |
| FEB27 | 98.766 | +0.0010 | 1.3906 | +0.0298 | 5.2227 | -0.0020 | 1.3705 | +0.0003 | 1.2511 | -0.0196 | 6.6952 | +0.0005 | 1.3537 | - | 1.1687 | -1.2600 | 154.39 | +0.0370 | 17.095 | +0.0002 | 1.6920 | - | 101.01 | +0.0330 | 16.136 | - | 1428.6 | +0.0389 | 52.402 | +0.2570 | 95.625 | -0.0049 | 4.0266 |
| MAR27 | 98.743 | - | 1.3915 | - | 5.2507 | - | 1.3687 | - | 1.2517 | - | 6.6804 | - | 1.3538 | - | 1.1734 | - | 153.85 | - | 17.130 | - | 1.6926 | - | 101.01 | - | 16.173 | - | 1428.6 | - | 52.517 | - | 95.862 | - | 4.0221 |
| 4Q26 | 98.779 | -0.0032 | 1.3883 | -0.0854 | 5.1653 | +0.0070 | 1.3757 | -0.0010 | 1.2507 | +0.0657 | 6.7461 | -0.0010 | 1.3528 | - | 1.1746 | +2.4000 | 156.25 | -0.1400 | 16.990 | -0.0009 | 1.6917 | - | - | -0.1150 | 16.058 | - | 1428.6 | -1.3526 | 51.164 | -0.9130 | 94.949 | +0.0167 | 4.0388 |
| 1Q27 | 98.761 | +0.0023 | 1.3906 | +0.0568 | 5.2221 | -0.0051 | 1.3706 | +0.0005 | 1.2512 | -0.0493 | 6.6968 | +0.0008 | 1.3536 | - | 1.1725 | -1.6200 | 154.63 | +0.1040 | 17.094 | +0.0004 | 1.6921 | - | 101.01 | +0.0800 | 16.138 | - | 1428.6 | +1.2630 | 52.427 | +0.6690 | 95.618 | -0.0121 | 4.0267 |
| 2Q27 | 98.417 | +0.0022 | 1.3928 | +0.0782 | 5.3003 | -0.0043 | 1.3663 | +0.0152 | 1.2664 | -0.0479 | 6.6489 | +0.0001 | 1.3537 | - | 1.1773 | -0.7800 | 153.85 | +0.1350 | 17.229 | -0.0010 | 1.6911 | - | 101.01 | +0.1130 | 16.251 | - | 1428.6 | +4.0613 | 56.489 | +0.4640 | 96.082 | -0.0152 | 4.0115 |
| 3Q27 | 98.630 | +0.0068 | 1.3996 | -0.0501 | 5.2502 | -0.0074 | 1.3589 | +0.0139 | 1.2803 | -0.0496 | 6.5993 | -0.0001 | 1.3536 | - | 1.1785 | - | 153.85 | +0.1220 | 17.351 | -0.0030 | 1.6881 | - | 101.01 | +0.1090 | 16.360 | - | 1428.6 | +4.1846 | 60.673 | -0.5480 | 95.534 | -0.0712 | 3.9403 |
| 4Q27 | 98.216 | - | 1.4210 | - | 4.9998 | - | 1.3350 | - | 1.2936 | - | 6.5699 | - | 1.3533 | - | 1.1781 | - | 153.85 | - | 17.509 | - | 1.6853 | - | 101.01 | - | 16.444 | - | 1428.6 | - | 65.505 | - | 93.787 | - | 3.7134 |
| 2026 | 98.841 | -0.0331 | 1.3879 | +0.1533 | 5.1531 | +0.0414 | 1.3764 | -0.0460 | 1.2476 | +0.1823 | 6.7522 | -0.0004 | 1.3529 | - | 1.1812 | +2.4000 | 156.25 | -0.5290 | 16.980 | +0.0073 | 1.6926 | - | - | -0.4010 | 16.043 | - | 1428.6 | -14.937 | 50.568 | +1.0680 | 94.855 | +0.3268 | 4.0402 |
| 2027 | 98.506 | +0.0131 | 1.4010 | +0.0400 | 5.1931 | -0.0187 | 1.3577 | +0.0253 | 1.2729 | -0.1235 | 6.6287 | +0.0006 | 1.3535 | - | 1.1824 | -2.2100 | 154.04 | +0.3160 | 17.296 | -0.0034 | 1.6892 | - | 101.01 | +0.2550 | 16.298 | - | 1428.6 | +8.2052 | 58.774 | +0.4000 | 95.255 | -0.1172 | 3.9230 |
| 2028 | 97.358 | +0.0544 | 1.4554 | -0.3179 | 4.8752 | -0.0703 | 1.2874 | +0.0584 | 1.3313 | -0.1735 | 6.4552 | -0.0033 | 1.3502 | - | 1.1836 | -0.1900 | 153.85 | +0.7640 | 18.060 | -0.0058 | 1.6834 | - | 101.01 | +0.4230 | 16.721 | - | 1428.6 | +23.593 | 82.366 | -18.047 | 77.208 | -1.2333 | 2.6897 |
| 2029 | 96.555 | -4.1600 | 1.4138 | +1.2524 | 6.1276 | +2.7500 | 1.3149 | +0.0602 | 1.3915 | -0.1696 | 6.2856 | -0.0143 | 1.3359 | - | 1.1850 | - | 153.85 | +0.6490 | 18.709 | -0.0103 | 1.6731 | - | 101.01 | +0.5020 | 17.223 | - | 1428.6 | +26.197 | 108.56 | -77.011 | 0.1970 | - | - |
| SPOT |
|---|
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| FEB27 |
| MAR27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |