FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-10-06 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 | - | 1.5110 | - | 5.3348 | - | 1.3959 | - | 1.2557 | - | 7.1185 | - | 1.3432 | - | 1.1708 | - | 150.07 | - | 18.393 | - | 1.7129 | - | 83.140 | - | 17.229 | - | 1409.9 | - | 41.691 | - | 88.765 | - | 4.2130 |
| OCT25 | 98.332 | - | 1.5165 | +0.0248 | 5.3596 | -0.0008 | 1.3947 | -0.0020 | 1.2499 | -0.0061 | 7.1124 | -0.0002 | 1.3430 | - | 1.1731 | -0.8200 | 149.25 | -0.0290 | 18.416 | -0.0013 | 1.7190 | - | 101.01 | +0.0120 | 17.241 | +14.700 | 1428.6 | +0.0982 | 41.789 | +0.1400 | 88.889 | - | 4.2130 |
| NOV25 | 98.264 | -0.0009 | 1.5156 | +0.0435 | 5.4031 | -0.0019 | 1.3928 | +0.0335 | 1.2802 | -0.0152 | 7.0972 | -0.0007 | 1.3423 | - | 1.1751 | - | 149.25 | +0.0680 | 18.484 | -0.0064 | 1.7126 | - | 101.01 | +0.0300 | 17.271 | - | 1428.6 | +1.1135 | 42.902 | +0.1420 | 89.031 | -0.0053 | 4.2077 |
| DEC25 | 97.687 | -0.0001 | 1.5157 | +0.0037 | 5.4054 | - | 1.3935 | -0.0021 | 1.2813 | +0.0002 | 7.0974 | +0.0004 | 1.3460 | - | 1.1767 | - | 149.25 | -0.0090 | 18.475 | -0.0017 | 1.7109 | - | 101.01 | +0.0300 | 17.301 | - | 1428.6 | +1.1507 | 44.053 | +0.0070 | 89.038 | +0.0005 | 4.2082 |
| JAN26 | 97.872 | -0.0010 | 1.5147 | +0.0023 | 5.4077 | -0.0020 | 1.3908 | -0.0011 | 1.2802 | -0.0140 | 7.0834 | +0.0007 | 1.3467 | - | 1.1801 | -0.5400 | 148.71 | +0.0520 | 18.527 | -0.0009 | 1.7100 | - | 101.01 | +0.0080 | 17.309 | - | 1428.6 | +3.3411 | 47.394 | +0.1700 | 89.208 | -0.0042 | 4.2040 |
| FEB26 | 97.828 | -0.0018 | 1.5129 | +0.0324 | 5.4401 | -0.0023 | 1.3885 | -0.0001 | 1.2799 | -0.0115 | 7.0719 | +0.0013 | 1.3480 | - | 1.1843 | -1.6500 | 147.06 | +0.0620 | 18.589 | -0.0003 | 1.7097 | - | 101.01 | +0.0460 | 17.355 | - | 1428.6 | -0.0005 | 47.394 | +0.1840 | 89.392 | -0.0040 | 4.2000 |
| MAR26 | 97.820 | +0.0014 | 1.5143 | +0.0355 | 5.4756 | +0.0006 | 1.3893 | - | 1.2798 | -0.0095 | 7.0624 | -0.0033 | 1.3447 | - | 1.1877 | +0.9400 | 148.00 | +0.0660 | 18.655 | - | 1.7097 | - | 101.01 | +0.0360 | 17.391 | - | 1428.6 | -0.0001 | 47.393 | +0.1690 | 89.561 | -0.0033 | 4.1967 |
| APR26 | 97.814 | - | 1.5147 | - | 5.5169 | - | 1.3862 | - | 1.2797 | - | 7.0521 | - | 1.3429 | - | 1.1968 | - | 147.06 | - | 18.718 | - | 1.7097 | - | 101.01 | - | 17.429 | - | 1428.6 | - | 47.393 | - | 89.748 | - | 4.1935 |
| 1Q26 | 97.840 | -0.0008 | 1.5139 | -0.0758 | 5.4411 | +0.0033 | 1.3895 | +0.0003 | 1.2800 | +0.0205 | 7.0726 | +0.0027 | 1.3456 | - | 1.2003 | +0.8600 | 147.92 | -0.1280 | 18.590 | +0.0001 | 1.7098 | - | 101.01 | -0.0780 | 17.351 | - | 1428.6 | +0.0003 | 47.394 | -0.3610 | 89.387 | +0.0067 | 4.2002 |
| 2Q26 | 97.738 | +0.0003 | 1.5142 | +0.1167 | 5.5578 | -0.0035 | 1.3860 | -0.0009 | 1.2791 | -0.0304 | 7.0422 | -0.0016 | 1.3440 | - | 1.2039 | -0.8600 | 147.06 | +0.1840 | 18.774 | -0.0006 | 1.7092 | - | 101.01 | +0.1210 | 17.472 | - | 1428.6 | -0.0013 | 47.392 | +0.4590 | 89.846 | -0.0089 | 4.1913 |
| 3Q26 | 96.852 | -0.0015 | 1.5127 | +0.0304 | 5.5882 | -0.0050 | 1.3810 | +0.0126 | 1.2917 | -0.0296 | 7.0126 | +0.0019 | 1.3459 | - | 1.2074 | -0.4700 | 146.59 | +0.1780 | 18.952 | -0.0093 | 1.6999 | - | 101.01 | +0.1340 | 17.606 | - | 1428.6 | +3.3894 | 50.782 | -0.5900 | 89.256 | -0.0065 | 4.1848 |
| 4Q26 | 96.978 | -0.0001 | 1.5126 | -0.0641 | 5.5241 | -0.0041 | 1.3769 | +0.0114 | 1.3031 | -0.0254 | 6.9872 | -0.0007 | 1.3452 | - | 1.2108 | -3.0400 | 143.55 | +0.1810 | 19.133 | -0.0048 | 1.6951 | - | 101.01 | +0.1350 | 17.741 | - | 1428.6 | +3.6266 | 54.408 | -2.6890 | 86.567 | -0.0223 | 4.1625 |
| 1Q27 | 95.895 | - | 1.5141 | - | 5.3567 | - | 1.3778 | - | 1.3140 | - | 6.9730 | - | 1.3447 | - | 1.2140 | - | 150.46 | - | 19.169 | - | 1.6926 | - | 101.01 | - | 17.678 | - | 1428.6 | - | 58.521 | - | 80.420 | - | 4.1113 |
| 2025 | 98.200 | +0.0019 | 1.5160 | +0.0327 | 5.3894 | +0.0156 | 1.3934 | -0.0425 | 1.2715 | +0.1293 | 7.1023 | -0.0020 | 1.3460 | - | 1.2175 | -1.2100 | 149.25 | -0.7100 | 18.459 | +0.0216 | 1.7142 | - | 101.01 | -0.4070 | 17.271 | - | 1428.6 | -15.606 | 42.915 | +8.5660 | 88.986 | +0.0983 | 4.2096 |
| 2026 | 97.352 | -0.0027 | 1.5133 | +0.1384 | 5.5278 | -0.0100 | 1.3834 | +0.0170 | 1.2885 | -0.0736 | 7.0287 | +0.0025 | 1.3452 | - | 1.2208 | -2.9700 | 146.28 | +0.4030 | 18.862 | -0.0107 | 1.7035 | - | 101.01 | +0.2720 | 17.543 | - | 1428.6 | +7.0794 | 49.994 | -0.2220 | 88.764 | -0.0249 | 4.1847 |
| 2027 | 95.404 | +0.0046 | 1.5179 | +0.0676 | 5.5954 | -0.0106 | 1.3728 | +0.0453 | 1.3338 | -0.0844 | 6.9443 | -0.0043 | 1.3409 | - | 1.2241 | +64.490 | 210.77 | +0.8500 | 19.712 | -0.0135 | 1.6900 | - | 101.01 | +0.5070 | 18.050 | - | 1428.6 | +16.945 | 66.939 | -32.119 | 56.645 | -0.1858 | 3.9989 |
| 2028 | 94.091 | +4.3000 | 1.5222 | +0.9844 | 6.5798 | -1.8800 | 1.3540 | +4.8100 | 1.3819 | -0.0827 | 6.8616 | -0.0346 | 1.3063 | - | 1.2274 | +541.46 | 752.23 | +0.9580 | 20.670 | -9.9000 | 1.6801 | - | 101.01 | +0.6850 | 18.735 | - | 1428.6 | +19.142 | 86.081 | -149.51 | -92.869 | - | - |
| SPOT |
|---|
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |