FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-07-14 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 | - | 1.4432 | - | 5.1343 | - | 1.4130 | - | 1.2293 | - | 6.7817 | - | 1.3361 | - | 1.1443 | - | 162.31 | - | 17.507 | - | 1.7256 | - | 76.643 | - | 16.463 | - | 1487.5 | - | 46.998 | - | 95.945 | - | 4.0725 |
| JUL26 | 101.23 | +0.0006 | 1.4438 | -0.0182 | 5.1161 | +0.0018 | 1.4148 | -0.0004 | 1.2289 | +0.0214 | 6.8031 | -0.0008 | 1.3353 | - | 1.1457 | -1.0200 | 161.29 | +0.0360 | 17.543 | +0.0013 | 1.7269 | - | 101.01 | +0.0100 | 16.473 | -58.900 | 1428.6 | -0.3432 | 46.655 | +0.2000 | 96.145 | - | 4.0725 |
| AUG26 | 100.72 | +0.0022 | 1.4460 | +0.0714 | 5.1875 | -0.0036 | 1.4112 | +0.0191 | 1.2480 | -0.0271 | 6.7760 | +0.0001 | 1.3354 | - | 1.1488 | - | 161.29 | +0.0550 | 17.598 | -0.0129 | 1.7140 | - | - | +0.0290 | 16.502 | - | 1428.6 | +1.3243 | 47.979 | +0.0830 | 96.228 | -0.0037 | 4.0688 |
| SEP26 | 100.74 | -0.0001 | 1.4459 | -0.0008 | 5.1867 | +0.0004 | 1.4116 | +0.0007 | 1.2487 | -0.0009 | 6.7751 | +0.0001 | 1.3355 | - | 1.1446 | - | 161.29 | +0.0080 | 17.606 | +0.0034 | 1.7174 | - | - | +0.0270 | 16.529 | - | 1428.6 | +1.2817 | 49.261 | +0.0470 | 96.275 | - | 4.0688 |
| OCT26 | 100.75 | - | 1.4459 | -0.0008 | 5.1859 | -0.0020 | 1.4096 | +0.0003 | 1.2490 | -0.0010 | 6.7741 | +0.0001 | 1.3356 | - | 1.1497 | - | 161.29 | +0.0070 | 17.613 | +0.0018 | 1.7192 | - | - | +0.0070 | 16.536 | - | 1428.6 | +3.8984 | 53.160 | +0.2180 | 96.493 | -0.0036 | 4.0652 |
| NOV26 | 100.75 | +0.0008 | 1.4467 | +0.0344 | 5.2203 | -0.0013 | 1.4083 | +0.0002 | 1.2492 | -0.0152 | 6.7589 | +0.0003 | 1.3359 | - | 1.1475 | - | 161.29 | +0.0480 | 17.661 | +0.0007 | 1.7199 | - | 101.01 | +0.0410 | 16.577 | - | 1428.6 | +0.0279 | 53.187 | +0.2610 | 96.754 | -0.0039 | 4.0613 |
| DEC26 | 100.75 | +0.0009 | 1.4476 | +0.0337 | 5.2540 | -0.0019 | 1.4064 | - | 1.2492 | -0.0123 | 6.7466 | - | 1.3359 | - | 1.1489 | - | 161.29 | +0.0380 | 17.699 | +0.0001 | 1.7200 | - | 101.01 | +0.0340 | 16.611 | - | 1428.6 | +0.0041 | 53.192 | +0.2450 | 96.999 | -0.0042 | 4.0571 |
| JAN27 | 100.75 | - | 1.4484 | - | 5.2883 | - | 1.4040 | - | 1.2492 | - | 6.7340 | - | 1.3359 | - | 1.1559 | - | 160.65 | - | 17.738 | - | 1.7201 | - | 101.01 | - | 16.639 | - | 1428.6 | - | 53.196 | - | 97.248 | - | 4.0525 |
| 4Q26 | 100.75 | -0.0017 | 1.4467 | -0.0683 | 5.2200 | +0.0041 | 1.4081 | -0.0001 | 1.2491 | +0.0258 | 6.7598 | -0.0001 | 1.3358 | - | 1.1520 | +0.6400 | 161.29 | -0.0800 | 17.658 | -0.0004 | 1.7197 | - | - | -0.0640 | 16.575 | - | 1428.6 | -0.0166 | 53.180 | -0.4990 | 96.749 | +0.0087 | 4.0612 |
| 1Q27 | 100.76 | +0.0019 | 1.4486 | +0.1010 | 5.3210 | -0.0061 | 1.4020 | +0.0003 | 1.2494 | -0.0408 | 6.7190 | - | 1.3358 | - | 1.1533 | -1.7300 | 159.56 | +0.1250 | 17.783 | +0.0014 | 1.7211 | - | 101.01 | +0.1010 | 16.676 | - | 1428.6 | +0.0601 | 53.240 | +0.6760 | 97.425 | -0.0118 | 4.0494 |
| 2Q27 | 100.52 | +0.0017 | 1.4503 | +0.0070 | 5.3280 | -0.0249 | 1.3771 | +0.0137 | 1.2631 | -0.0468 | 6.6722 | -0.0008 | 1.3350 | - | 1.1606 | -0.8300 | 158.73 | +0.1280 | 17.911 | +0.0038 | 1.7249 | - | 101.01 | +0.1210 | 16.797 | - | 1428.6 | +4.2665 | 57.506 | +0.5290 | 97.954 | +0.0023 | 4.0517 |
| 3Q27 | 100.40 | +0.0084 | 1.4587 | -0.1527 | 5.1753 | -0.1033 | 1.2738 | +0.0133 | 1.2764 | -0.0460 | 6.6262 | -0.0052 | 1.3298 | - | 1.1563 | - | 158.73 | +0.1400 | 18.051 | -0.0021 | 1.7228 | - | 101.01 | +0.1050 | 16.902 | - | 1428.6 | +4.6912 | 62.197 | +1.9030 | 99.857 | +0.0166 | 4.0683 |
| 4Q27 | 99.978 | - | 1.4813 | - | 4.7678 | - | 1.0328 | - | 1.2893 | - | 6.6051 | - | 1.3162 | - | 1.1576 | - | 158.73 | - | 17.860 | - | 1.7209 | - | 101.01 | - | 16.725 | - | 1428.6 | - | 67.624 | - | 104.30 | - | 4.1071 |
| 2026 | 100.82 | -0.0353 | 1.4460 | +0.4239 | 5.1917 | +0.3775 | 1.4103 | -0.0438 | 1.2455 | +0.1672 | 6.7723 | +0.0194 | 1.3356 | - | 1.1628 | +2.5600 | 161.29 | -0.2400 | 17.620 | -0.0013 | 1.7196 | - | - | -0.1870 | 16.538 | - | 1428.6 | -17.051 | 50.572 | -7.8140 | 96.482 | -0.0415 | 4.0656 |
| 2027 | 100.41 | +0.0137 | 1.4597 | -0.0437 | 5.1480 | -0.1389 | 1.2714 | +0.0241 | 1.2696 | -0.1167 | 6.6556 | -0.0064 | 1.3292 | - | 1.1605 | -2.3500 | 158.94 | +0.2810 | 17.901 | +0.0028 | 1.7224 | - | 101.01 | +0.2370 | 16.775 | - | 1428.6 | +9.5693 | 60.142 | +3.4010 | 99.883 | +0.0035 | 4.0691 |
| 2028 | 99.476 | +0.0257 | 1.4854 | +0.0694 | 5.2174 | -0.1996 | 1.0718 | +0.0593 | 1.3289 | -0.1251 | 6.5305 | -0.1267 | 1.2025 | - | 1.1618 | -0.2100 | 158.73 | +0.5650 | 18.466 | -0.0042 | 1.7182 | - | 101.01 | +0.3970 | 17.172 | - | 1428.6 | +25.569 | 85.711 | +37.641 | 137.52 | +0.0570 | 4.1261 |
| 2029 | 98.673 | -1.8900 | 1.4665 | +1.0248 | 6.2422 | +0.2678 | 1.3396 | +0.0582 | 1.3871 | -0.1137 | 6.4168 | -0.4993 | 0.7032 | - | 1.1630 | - | 158.73 | +0.4010 | 18.867 | -5.8000 | 1.7124 | - | 101.01 | +0.4340 | 17.606 | - | 1428.6 | +24.297 | 110.01 | +138.52 | 276.04 | - | - |
| SPOT |
|---|
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |