FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-03-01 23:00:04 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 | - | 1.5760 | - | 5.7785 | - | 1.4245 | - | 1.1169 | - | 7.2623 | - | 1.2648 | - | 1.0395 | - | 149.82 | - | 20.484 | - | 1.7483 | - | 86.280 | - | 18.367 | - | 1433.7 | - | 36.385 | - | 87.145 | - | 4.4225 |
| FEB25 | 106.56 | +0.0094 | 1.5854 | -0.0130 | 5.7655 | +0.0019 | 1.4264 | -0.0013 | 1.1156 | -0.0885 | 7.1738 | -0.0005 | 1.2643 | - | 1.0412 | -0.5700 | 149.25 | -0.0790 | 20.405 | +0.0028 | 1.7511 | +14.730 | 101.01 | -0.0550 | 18.312 | -5.1000 | 1428.6 | -0.2275 | 36.158 | -0.1430 | 87.002 | - | 4.4225 |
| MAR25 | 106.08 | -0.0157 | 1.5697 | +0.0838 | 5.8493 | -0.0062 | 1.4202 | +0.0138 | 1.1294 | -0.0105 | 7.1633 | -0.0032 | 1.2611 | - | 1.0432 | +0.5300 | 149.78 | +0.1720 | 20.577 | -0.0014 | 1.7497 | - | 101.01 | +0.0700 | 18.382 | - | 1428.6 | +1.0172 | 37.175 | +0.3720 | 87.374 | -0.0041 | 4.4184 |
| APR25 | 106.10 | +0.0031 | 1.5728 | -0.0150 | 5.8343 | +0.0009 | 1.4211 | +0.0002 | 1.1296 | - | 7.1633 | +0.0006 | 1.2617 | - | 1.0450 | -0.5300 | 149.25 | -0.0010 | 20.576 | -0.0019 | 1.7478 | - | 101.01 | +0.0680 | 18.450 | - | 1428.6 | +0.9844 | 38.159 | -0.1640 | 87.210 | -0.0002 | 4.4182 |
| MAY25 | 106.10 | +0.0032 | 1.5760 | -0.0155 | 5.8188 | +0.0009 | 1.4220 | +0.0001 | 1.1297 | +0.0001 | 7.1634 | +0.0007 | 1.2624 | - | 1.0482 | -0.5400 | 148.71 | - | 20.576 | -0.0007 | 1.7471 | - | 101.01 | -0.0090 | 18.441 | - | 1428.6 | +2.0005 | 40.160 | -0.0160 | 87.194 | -0.0044 | 4.4138 |
| JUN25 | 106.10 | +0.0013 | 1.5773 | +0.0051 | 5.8239 | -0.0010 | 1.4210 | - | 1.1297 | -0.0052 | 7.1582 | +0.0003 | 1.2627 | - | 1.0519 | -1.1200 | 147.59 | +0.0860 | 20.662 | -0.0001 | 1.7470 | - | 101.01 | +0.0520 | 18.493 | - | 1428.6 | +0.0010 | 40.161 | +0.0410 | 87.235 | -0.0048 | 4.4090 |
| JUL25 | 106.10 | -0.0007 | 1.5766 | +0.0247 | 5.8486 | -0.0025 | 1.4185 | - | 1.1297 | -0.0064 | 7.1518 | +0.0003 | 1.2630 | - | 1.0555 | -0.5300 | 147.06 | +0.0840 | 20.746 | -0.0001 | 1.7469 | - | 101.01 | +0.0510 | 18.544 | - | 1428.6 | +0.0011 | 40.162 | +0.1500 | 87.385 | -0.0052 | 4.4038 |
| AUG25 | 106.10 | - | 1.5716 | - | 5.8929 | - | 1.4142 | - | 1.1298 | - | 7.1441 | - | 1.2630 | - | 1.0613 | - | 147.06 | - | 20.834 | - | 1.7462 | - | 101.01 | - | 18.596 | - | 1428.6 | - | 40.169 | - | 87.537 | - | 4.3989 |
| 2Q25 | 106.10 | +0.0038 | 1.5754 | -0.0672 | 5.8257 | +0.0072 | 1.4214 | -0.0001 | 1.1297 | +0.0175 | 7.1616 | -0.0008 | 1.2622 | - | 1.0675 | +1.4600 | 148.52 | -0.2290 | 20.605 | +0.0011 | 1.7473 | - | 101.01 | -0.1340 | 18.462 | - | 1428.6 | -0.6760 | 39.493 | -0.3240 | 87.213 | +0.0148 | 4.4137 |
| 3Q25 | 106.11 | -0.0009 | 1.5745 | +0.0671 | 5.8928 | -0.0054 | 1.4160 | +0.0001 | 1.1298 | -0.0175 | 7.1441 | +0.0007 | 1.2629 | - | 1.0729 | -1.4600 | 147.06 | +0.2250 | 20.830 | -0.0015 | 1.7458 | - | 101.01 | +0.1340 | 18.596 | - | 1428.6 | +0.6799 | 40.173 | +0.3240 | 87.537 | -0.0146 | 4.3991 |
| 4Q25 | 105.81 | +0.0001 | 1.5746 | +0.1036 | 5.9964 | -0.0057 | 1.4103 | +0.0118 | 1.1416 | -0.0266 | 7.1175 | -0.0007 | 1.2622 | - | 1.0779 | -0.2100 | 146.85 | +0.2230 | 21.053 | -0.0116 | 1.7342 | - | 101.01 | +0.1420 | 18.738 | - | 1428.6 | +3.1273 | 43.300 | +0.3800 | 87.917 | -0.0110 | 4.3881 |
| 1Q26 | 105.75 | -0.0044 | 1.5702 | +0.1913 | 6.1877 | -0.0054 | 1.4049 | +0.0116 | 1.1532 | -0.0303 | 7.0872 | +0.0007 | 1.2629 | - | 1.0828 | -1.9200 | 144.93 | +0.2240 | 21.277 | -0.0046 | 1.7296 | - | 101.01 | +0.1570 | 18.895 | - | 1428.6 | +3.1938 | 46.494 | +1.3660 | 89.283 | -0.0374 | 4.3507 |
| 2Q26 | 104.92 | - | 1.5763 | - | 6.8001 | - | 1.4048 | - | 1.1647 | - | 7.0677 | - | 1.2614 | - | 1.0873 | - | 144.95 | - | 21.419 | - | 1.7267 | - | 101.01 | - | 19.008 | - | 1428.6 | - | 49.547 | - | 92.918 | - | 4.2510 |
| 2025 | 106.06 | -0.0010 | 1.5753 | -0.9129 | 5.8872 | +0.0124 | 1.4172 | -0.0330 | 1.1317 | +0.0784 | 7.1461 | +0.0011 | 1.2625 | - | 1.0918 | +2.9000 | 147.85 | -0.6510 | 20.768 | +0.0172 | 1.7439 | - | 101.01 | -0.4550 | 18.553 | - | 1428.6 | -9.3441 | 40.203 | -5.4290 | 87.489 | +0.1530 | 4.4040 |
| 2026 | 104.87 | +0.0123 | 1.5876 | +1.5877 | 7.4749 | -0.0144 | 1.4028 | +0.0393 | 1.1710 | -0.0901 | 7.0560 | -0.0060 | 1.2565 | - | 1.0962 | -2.8500 | 145.00 | +0.8450 | 21.613 | -0.0150 | 1.7289 | - | 101.01 | +0.5380 | 19.091 | - | 1428.6 | +11.473 | 51.676 | +11.031 | 98.520 | -0.3065 | 4.0975 |
| 2027 | 103.40 | -0.0226 | 1.5650 | -0.5102 | 6.9647 | -0.0311 | 1.3717 | +0.0508 | 1.2218 | -0.0970 | 6.9590 | -0.0841 | 1.1724 | - | 1.1007 | +0.8900 | 145.89 | +1.0020 | 22.615 | -0.0086 | 1.7203 | - | 101.01 | +0.6760 | 19.767 | - | 1428.6 | +15.488 | 67.164 | +75.335 | 173.86 | -0.0179 | 4.0796 |
| 2028 | 102.33 | -2.4000 | 1.5626 | +0.4372 | 7.4019 | -1.7000 | 1.3547 | +3.5200 | 1.2570 | -6.2400 | 6.8966 | -0.1988 | 0.9736 | - | 1.1054 | +2.1100 | 148.00 | +0.7370 | 23.352 | -3.8000 | 1.7165 | - | 101.01 | +0.4630 | 20.230 | - | 1428.6 | +10.833 | 77.997 | +148.44 | 322.29 | - | - |
| SPOT |
|---|
| FEB25 |
| MAR25 |
| APR25 |
| MAY25 |
| JUN25 |
| JUL25 |
| AUG25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |