FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-05-06 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 | - | 1.5437 | - | 5.7118 | - | 1.3791 | - | 1.2136 | - | 7.2158 | - | 1.3365 | - | 1.1356 | - | 142.83 | - | 19.719 | - | 1.6683 | - | 81.146 | - | 18.214 | - | 1377.1 | - | 38.608 | - | 84.249 | - | 4.2300 |
| MAY25 | 99.351 | +0.0057 | 1.5494 | +0.0065 | 5.7118 | +0.0014 | 1.3805 | +0.0019 | 1.2155 | -0.0473 | 7.1685 | +0.0027 | 1.3392 | - | 1.1371 | +0.0300 | 142.86 | +0.0050 | 19.724 | -0.0007 | 1.6674 | - | 101.01 | +0.1010 | 18.315 | +51.500 | 1428.6 | +0.5228 | 39.130 | +0.1960 | 84.445 | - | 4.2300 |
| JUN25 | 98.806 | -0.0067 | 1.5427 | +0.0784 | 5.7902 | -0.0042 | 1.3763 | +0.0198 | 1.2353 | -0.0103 | 7.1582 | -0.0018 | 1.3374 | - | 1.1390 | - | 142.86 | +0.0780 | 19.802 | -0.0099 | 1.6575 | - | 101.01 | +0.0340 | 18.349 | - | 1428.6 | +1.3555 | 40.486 | +0.1790 | 84.624 | -0.0048 | 4.2252 |
| JUL25 | 98.873 | +0.0038 | 1.5465 | +0.0002 | 5.7904 | +0.0011 | 1.3774 | -0.0006 | 1.2347 | +0.0001 | 7.1583 | +0.0010 | 1.3384 | - | 1.1419 | -0.5100 | 142.35 | -0.0100 | 19.792 | +0.0018 | 1.6593 | - | 101.01 | +0.0330 | 18.382 | - | 1428.6 | +1.4008 | 41.887 | -0.0250 | 84.599 | - | 4.2252 |
| AUG25 | 98.897 | +0.0006 | 1.5471 | +0.0001 | 5.7905 | -0.0016 | 1.3758 | -0.0002 | 1.2345 | -0.0116 | 7.1467 | -0.0018 | 1.3366 | - | 1.1443 | -0.5000 | 141.85 | +0.0690 | 19.861 | +0.0006 | 1.6599 | - | 101.01 | - | 18.382 | - | 1428.6 | +2.7544 | 44.641 | +0.1250 | 84.724 | -0.0048 | 4.2204 |
| SEP25 | 98.900 | -0.0026 | 1.5445 | +0.0349 | 5.8254 | -0.0024 | 1.3734 | - | 1.2345 | -0.0129 | 7.1338 | -0.0025 | 1.3341 | - | 1.1489 | +0.0200 | 141.87 | +0.0800 | 19.941 | +0.0001 | 1.6600 | - | 101.01 | +0.0350 | 18.417 | - | 1428.6 | +0.0019 | 44.643 | +0.1330 | 84.857 | -0.0051 | 4.2153 |
| OCT25 | 98.904 | -0.0051 | 1.5394 | +0.0293 | 5.8547 | -0.0046 | 1.3688 | - | 1.2345 | -0.0112 | 7.1226 | +0.0045 | 1.3386 | - | 1.1536 | -1.1200 | 140.75 | +0.0690 | 20.010 | +0.0001 | 1.6601 | - | 101.01 | +0.0410 | 18.458 | - | 1428.6 | +0.0021 | 44.645 | +0.1520 | 85.009 | -0.0051 | 4.2102 |
| NOV25 | 98.927 | - | 1.5396 | - | 5.8933 | - | 1.3691 | - | 1.2343 | - | 7.1110 | - | 1.3381 | - | 1.1589 | - | 140.83 | - | 20.081 | - | 1.6608 | - | 101.01 | - | 18.511 | - | 1428.6 | - | 44.659 | - | 85.171 | - | 4.2049 |
| 3Q25 | 98.890 | +0.0064 | 1.5460 | -0.0912 | 5.8021 | +0.0064 | 1.3755 | +0.0003 | 1.2346 | +0.0353 | 7.1463 | -0.0017 | 1.3364 | - | 1.1636 | +1.1900 | 142.02 | -0.2160 | 19.865 | -0.0010 | 1.6598 | - | 101.01 | -0.1170 | 18.394 | - | 1428.6 | -0.9354 | 43.724 | -0.4440 | 84.727 | +0.0154 | 4.2203 |
| 4Q25 | 98.942 | -0.0057 | 1.5403 | +0.0930 | 5.8951 | -0.0057 | 1.3698 | -0.0005 | 1.2341 | -0.0355 | 7.1108 | +0.0001 | 1.3365 | - | 1.1683 | -0.9500 | 141.07 | +0.2190 | 20.084 | +0.0013 | 1.6611 | - | 101.01 | +0.1130 | 18.507 | - | 1428.6 | +0.9437 | 44.667 | +0.4420 | 85.169 | -0.0153 | 4.2050 |
| 1Q26 | 98.894 | -0.0016 | 1.5387 | +0.0874 | 5.9825 | -0.0036 | 1.3662 | +0.0120 | 1.2461 | -0.0370 | 7.0738 | -0.0014 | 1.3351 | - | 1.1730 | -1.9700 | 139.10 | +0.2140 | 20.298 | +0.0024 | 1.6635 | - | 101.01 | +0.1390 | 18.646 | - | 1428.6 | +4.3403 | 49.008 | +0.4020 | 85.571 | -0.0083 | 4.1967 |
| 2Q26 | 98.465 | +0.0003 | 1.5390 | +0.0175 | 6.0000 | -0.0047 | 1.3615 | +0.0148 | 1.2609 | -0.0328 | 7.0410 | -0.0018 | 1.3333 | - | 1.1775 | -0.4200 | 138.68 | +0.2080 | 20.506 | -0.0027 | 1.6608 | - | 101.01 | +0.1420 | 18.788 | - | 1428.6 | +4.2652 | 53.273 | +1.5140 | 87.085 | -0.0199 | 4.1768 |
| 3Q26 | 98.018 | - | 1.5370 | - | 6.0571 | - | 1.3618 | - | 1.2732 | - | 7.0220 | - | 1.3320 | - | 1.1817 | - | 136.45 | - | 20.605 | - | 1.6585 | - | 101.01 | - | 19.147 | - | 1428.6 | - | 58.156 | - | 91.191 | - | 4.1229 |
| 2025 | 98.956 | +0.0069 | 1.5439 | -0.2329 | 5.8242 | +0.0123 | 1.3741 | -0.0411 | 1.2321 | +0.1152 | 7.1372 | +0.0049 | 1.3369 | - | 1.1859 | +5.4300 | 141.88 | -0.6840 | 19.921 | +0.0024 | 1.6609 | - | 101.01 | -0.7260 | 18.421 | - | 1428.6 | -15.058 | 43.099 | -6.3470 | 84.844 | +0.0935 | 4.2164 |
| 2026 | 98.262 | -0.0075 | 1.5364 | +0.2300 | 6.0542 | -0.0110 | 1.3631 | +0.0341 | 1.2662 | -0.1035 | 7.0337 | -0.0048 | 1.3321 | - | 1.1901 | -5.9900 | 135.89 | +0.6780 | 20.599 | -0.0002 | 1.6607 | - | 101.01 | +0.7440 | 19.165 | - | 1428.6 | +12.426 | 55.524 | +5.9070 | 90.751 | -0.0877 | 4.1287 |
| 2027 | 96.812 | -0.0046 | 1.5318 | +0.6747 | 6.7289 | -0.0232 | 1.3399 | +0.0552 | 1.3214 | -0.0950 | 6.9387 | -0.0425 | 1.2896 | - | 1.1945 | -73.940 | 61.950 | +1.1420 | 21.741 | -0.0057 | 1.6550 | - | 101.01 | +0.6430 | 19.808 | - | 1428.6 | +23.945 | 79.469 | +58.498 | 149.25 | -0.1758 | 3.9529 |
| 2028 | 95.545 | -1.0000 | 1.5308 | +0.5034 | 7.2323 | -2.1000 | 1.3189 | +4.5400 | 1.3668 | -5.1900 | 6.8868 | -0.1539 | 1.1357 | - | 1.1988 | -270.30 | -208.35 | +0.9500 | 22.691 | -5.2000 | 1.6498 | - | 101.01 | +0.7960 | 20.604 | - | 1428.6 | +18.780 | 98.249 | +166.35 | 315.60 | - | - |
| SPOT |
|---|
| MAY25 |
| JUN25 |
| JUL25 |
| AUG25 |
| SEP25 |
| OCT25 |
| NOV25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |