FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-02-22 23:00:02 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 | - | 1.5689 | - | 5.6983 | - | 1.4202 | - | 1.1119 | - | 7.2496 | - | 1.2642 | - | 1.0467 | - | 149.53 | - | 20.310 | - | 1.7394 | - | 88.734 | - | 18.318 | - | 1434.5 | - | 36.460 | - | 86.537 | - | 4.4160 |
| FEB25 | 106.85 | -0.0039 | 1.5650 | -0.0244 | 5.6739 | -0.0011 | 1.4191 | -0.0007 | 1.1112 | -0.1015 | 7.1481 | -0.0006 | 1.2636 | - | 1.0490 | -0.2800 | 149.25 | -0.0740 | 20.237 | -0.0028 | 1.7366 | +12.276 | 101.01 | -0.0040 | 18.314 | -5.9000 | 1428.6 | -0.4865 | 35.973 | +0.0430 | 86.580 | - | 4.4160 |
| MAR25 | 105.87 | +0.0003 | 1.5653 | +0.0692 | 5.7431 | -0.0011 | 1.4180 | +0.0174 | 1.1286 | -0.0116 | 7.1365 | +0.0014 | 1.2650 | - | 1.0514 | - | 149.25 | +0.2660 | 20.503 | -0.0038 | 1.7328 | - | 101.01 | +0.0350 | 18.349 | - | 1428.6 | +1.0640 | 37.037 | +0.3090 | 86.889 | -0.0042 | 4.4118 |
| APR25 | 105.93 | -0.0008 | 1.5645 | -0.0026 | 5.7405 | -0.0006 | 1.4174 | -0.0001 | 1.1285 | +0.0013 | 7.1378 | +0.0002 | 1.2652 | - | 1.0519 | - | 149.25 | -0.0110 | 20.492 | -0.0004 | 1.7324 | - | 101.01 | +0.0330 | 18.382 | - | 1428.6 | +1.0298 | 38.067 | -0.0600 | 86.829 | -0.0002 | 4.4116 |
| MAY25 | 105.95 | -0.0009 | 1.5636 | -0.0026 | 5.7379 | -0.0005 | 1.4169 | -0.0001 | 1.1284 | +0.0013 | 7.1391 | +0.0002 | 1.2654 | - | 1.0583 | - | 149.25 | -0.0110 | 20.481 | -0.0002 | 1.7322 | - | 101.01 | +0.0090 | 18.391 | - | 1428.6 | +2.0941 | 40.161 | +0.1460 | 86.975 | -0.0046 | 4.4070 |
| JUN25 | 105.95 | -0.0009 | 1.5627 | +0.0277 | 5.7656 | -0.0023 | 1.4146 | - | 1.1284 | -0.0026 | 7.1365 | +0.0004 | 1.2658 | - | 1.0615 | - | 149.25 | +0.0960 | 20.577 | - | 1.7322 | - | 101.01 | +0.0600 | 18.451 | - | 1428.6 | -0.0003 | 40.161 | +0.1330 | 87.108 | -0.0050 | 4.4020 |
| JUL25 | 105.95 | - | 1.5627 | +0.0314 | 5.7970 | -0.0027 | 1.4119 | - | 1.1284 | -0.0038 | 7.1327 | -0.0002 | 1.2656 | - | 1.0647 | -0.5400 | 148.71 | +0.0730 | 20.650 | - | 1.7322 | - | 101.01 | +0.0580 | 18.509 | - | 1428.6 | -0.0002 | 40.160 | +0.1400 | 87.248 | -0.0050 | 4.3970 |
| AUG25 | 105.97 | - | 1.5601 | - | 5.8379 | - | 1.4085 | - | 1.1283 | - | 7.1276 | - | 1.2668 | - | 1.0733 | - | 147.07 | - | 20.715 | - | 1.7320 | - | 101.01 | - | 18.553 | - | 1428.6 | - | 40.159 | - | 87.384 | - | 4.3920 |
| 2Q25 | 105.94 | +0.0035 | 1.5636 | -0.0899 | 5.7480 | +0.0078 | 1.4163 | +0.0001 | 1.1284 | +0.0102 | 7.1378 | -0.0013 | 1.2655 | - | 1.0787 | +2.1800 | 149.25 | -0.1990 | 20.516 | +0.0003 | 1.7323 | - | 101.01 | -0.1450 | 18.408 | - | 1428.6 | -0.6957 | 39.463 | -0.4130 | 86.971 | +0.0149 | 4.4069 |
| 3Q25 | 105.98 | -0.0020 | 1.5616 | +0.0910 | 5.8390 | -0.0064 | 1.4099 | -0.0001 | 1.1283 | -0.0106 | 7.1272 | +0.0004 | 1.2659 | - | 1.0841 | -1.3200 | 147.93 | +0.2030 | 20.719 | -0.0004 | 1.7319 | - | 101.01 | +0.1450 | 18.553 | - | 1428.6 | +0.6947 | 40.158 | +0.4160 | 87.387 | -0.0149 | 4.3920 |
| 4Q25 | 105.58 | -0.0019 | 1.5597 | +0.0933 | 5.9323 | -0.0050 | 1.4049 | +0.0123 | 1.1406 | -0.0232 | 7.1040 | -0.0004 | 1.2655 | - | 1.0894 | -1.0800 | 146.85 | +0.2270 | 20.946 | -0.0052 | 1.7267 | - | 101.01 | +0.1390 | 18.692 | - | 1428.6 | +3.1189 | 43.276 | +0.6800 | 88.067 | -0.0067 | 4.3853 |
| 1Q26 | 105.62 | +0.0019 | 1.5616 | +0.0819 | 6.0142 | -0.0055 | 1.3994 | +0.0118 | 1.1524 | -0.0318 | 7.0722 | +0.0011 | 1.2666 | - | 1.0947 | -1.6900 | 145.16 | +0.2410 | 21.187 | -0.0043 | 1.7224 | - | 101.01 | +0.1620 | 18.854 | - | 1428.6 | +3.0225 | 46.299 | +3.2040 | 91.271 | -0.0109 | 4.3744 |
| 2Q26 | 104.68 | - | 1.5519 | - | 6.2764 | - | 1.3993 | - | 1.1641 | - | 7.0527 | - | 1.2656 | - | 1.0996 | - | 147.55 | - | 21.328 | - | 1.7190 | - | 101.01 | - | 18.944 | - | 1428.6 | - | 49.303 | - | 99.799 | - | 4.3455 |
| 2025 | 105.93 | +0.0104 | 1.5623 | -0.4605 | 5.8159 | +0.0125 | 1.4118 | -0.0339 | 1.1302 | +0.0738 | 7.1265 | -0.0002 | 1.2654 | - | 1.1045 | +0.6900 | 148.24 | -0.6660 | 20.662 | +0.0121 | 1.7311 | - | 101.01 | -0.4330 | 18.511 | - | 1428.6 | -9.1480 | 40.155 | -12.459 | 87.340 | +0.0527 | 4.3982 |
| 2026 | 104.66 | -0.0306 | 1.5317 | +0.7812 | 6.5971 | -0.0145 | 1.3973 | +0.0405 | 1.1707 | -0.0854 | 7.0411 | -0.0028 | 1.2626 | - | 1.1093 | +6.6800 | 154.92 | +0.8580 | 21.520 | -0.0100 | 1.7211 | - | 101.01 | +0.5740 | 19.085 | - | 1428.6 | +11.260 | 51.414 | +25.600 | 112.94 | -0.0973 | 4.3009 |
| 2027 | 103.16 | -0.0026 | 1.5291 | +0.2969 | 6.8940 | -0.0320 | 1.3653 | +0.0530 | 1.2237 | -0.0954 | 6.9457 | -0.0530 | 1.2096 | - | 1.1142 | +127.62 | 282.54 | +0.9930 | 22.513 | -0.0115 | 1.7096 | - | 101.01 | +0.7930 | 19.878 | - | 1428.6 | +15.326 | 66.740 | +176.73 | 289.67 | -0.0664 | 4.2345 |
| 2028 | 102.09 | -1.7200 | 1.5119 | +0.4294 | 7.3234 | -1.7600 | 1.3477 | +3.6900 | 1.2606 | -0.0682 | 6.8775 | -0.1252 | 1.0844 | - | 1.1193 | +301.68 | 584.22 | +0.7310 | 23.244 | -5.6000 | 1.7040 | - | 101.01 | +0.5760 | 20.454 | - | 1428.6 | +10.723 | 77.463 | +348.23 | 637.90 | - | - |
| SPOT |
|---|
| FEB25 |
| MAR25 |
| APR25 |
| MAY25 |
| JUN25 |
| JUL25 |
| AUG25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |