FOREX - Calendar swap assessments

Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.

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last update: 2023-07-28 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 - 1.5051 - 4.7336 - 1.3251 - 1.1494 - 7.1486 - 1.2844 - 1.1015 - 141.14 - 16.671 - 1.6255 - 92.057 - 17.589 - 1272.8 - 26.900 - 82.205 - 4.5530
JUL23 101.68 -0.0091 1.4960 -0.0358 4.6978 +0.0025 1.3276 -0.0008 1.1486 +0.0049 7.1535 -0.0013 1.2831 -0.0005 1.1010 +1.7300 142.87 +0.1020 16.773 -0.0030 1.6225 -0.6230 91.434 +0.1700 17.759 -22.800 1250.0 -0.3914 26.509 +0.0430 82.248 - 4.5530
AUG23 101.59 +0.0026 1.4986 +0.0326 4.7304 -0.0022 1.3254 +0.0037 1.1523 -0.0157 7.1378 +0.0015 1.2846 +0.0017 1.1027 -2.0200 140.85 +0.1190 16.892 -0.0014 1.6211 +0.8130 92.247 +0.0660 17.825 - 1250.0 +0.6057 27.115 +0.0570 82.305 -0.0090 4.5440
SEP23 101.45 +0.0025 1.5011 +0.0315 4.7619 -0.0021 1.3233 +0.0043 1.1566 -0.0153 7.1225 +0.0015 1.2861 +0.0016 1.1043 -1.9600 138.89 +0.1150 17.007 +0.0033 1.6244 +0.3460 92.593 +0.0640 17.889 - 1250.0 +0.5862 27.701 +0.0540 82.359 -0.0100 4.5340
OCT23 101.32 -0.0041 1.4970 - 4.7619 -0.0021 1.3212 +0.0042 1.1608 -0.0101 7.1124 +0.0005 1.2866 +0.0019 1.1062 - 138.89 +0.0870 17.094 +0.0023 1.6267 +0.4720 93.065 +0.0320 17.921 - 1250.0 +0.5639 28.265 +0.1020 82.461 -0.0099 4.5241
NOV23 101.21 -0.0107 1.4863 +0.0551 4.8170 +0.0002 1.3214 +0.0039 1.1647 -0.0152 7.0972 -0.0062 1.2804 +0.0020 1.1082 -1.9000 136.99 +0.0880 17.182 +0.0009 1.6276 +0.5700 93.635 +0.0650 17.986 - 1250.0 +0.5862 28.851 +0.1020 82.563 -0.0103 4.5138
DEC23 101.10 +0.0112 1.4975 +0.0186 4.8356 +0.0007 1.3221 +0.0039 1.1686 -0.0201 7.0771 +0.0050 1.2854 +0.0016 1.1098 - 136.99 +0.1190 17.301 -0.0003 1.6273 +0.7050 94.340 +0.0320 18.018 - 1250.0 +0.6476 29.499 +0.0950 82.658 -0.0110 4.5028
JAN24 101.01 - 1.4968 - 4.8544 - 1.3221 - 1.1720 - 7.0621 - 1.2878 - 1.1117 - 136.63 - 17.361 - 1.6250 - 95.232 - 18.051 - 1250.0 - 30.194 - 82.768 - 4.4935
4Q23 101.21 -0.0032 1.4936 -0.0496 4.8048 -0.0006 1.3215 -0.0073 1.1647 +0.0335 7.0956 -0.0037 1.2841 -0.0036 1.1081 +0.9900 137.62 -0.1690 17.192 +0.0022 1.6272 -1.5520 93.680 -0.0760 17.975 - 1250.0 -1.3229 28.871 -0.2070 82.561 +0.0200 4.5135
1Q24 100.93 -0.0049 1.4887 +0.0669 4.8717 +0.0001 1.3216 +0.0106 1.1753 -0.0517 7.0439 +0.0035 1.2876 +0.0055 1.1136 -1.7000 135.92 +0.2810 17.473 -0.0052 1.6220 +2.4840 96.164 +0.1410 18.116 - 1250.0 +2.0365 30.908 +0.3330 82.894 -0.0269 4.4866
2Q24 100.65 -0.0101 1.4786 +0.0241 4.8958 -0.0023 1.3193 +0.0137 1.1890 -0.0460 6.9979 -0.0065 1.2811 +0.0053 1.1189 -3.1600 132.76 +0.2890 17.762 -0.0023 1.6197 +2.1190 98.283 +0.1430 18.259 - 1250.0 +2.3002 33.208 +0.3800 83.274 -0.0138 4.4728
3Q24 100.33 -0.0013 1.4773 -0.0294 4.8664 -0.0005 1.3188 +0.0107 1.1997 -0.0422 6.9557 -0.0052 1.2759 +0.0042 1.1231 -2.4700 130.29 +0.2450 18.007 +0.0023 1.6220 +4.0880 102.37 +0.1570 18.416 - 1250.0 +2.5522 35.760 +0.3730 83.647 -0.0005 4.4723
4Q24 100.04 - 1.4774 - 4.7834 - 1.3216 - 1.2053 - 6.9281 - 1.2780 - 1.1266 - 129.85 - 18.119 - 1.6246 - 107.24 - 18.633 - 1250.0 - 38.356 - 84.007 - 4.4855
2023 101.39 +0.0187 1.4961 -0.0160 4.7674 +0.0019 1.3235 -0.0467 1.1586 +0.1887 7.1168 +0.0064 1.2844 -0.0212 1.1054 +9.3900 139.24 -1.0770 17.042 +0.0003 1.6249 -14.353 92.886 -0.7330 17.900 - 1250.0 -10.366 27.990 -1.5750 82.432 +0.0431 4.5286
2024 100.49 -0.0156 1.4805 +0.0870 4.8544 -0.0032 1.3203 +0.0337 1.1923 -0.1354 6.9814 -0.0037 1.2807 +0.0152 1.1206 -7.0300 132.21 +0.7980 17.840 -0.0028 1.6221 +8.1280 101.01 +0.4560 18.356 - 1250.0 +6.5684 34.558 +1.0230 83.455 -0.0493 4.4793
2025 99.293 -0.0053 1.4752 +0.1076 4.9620 +0.0039 1.3242 +0.0324 1.2247 -0.0859 6.8955 +0.0356 1.3163 +0.0102 1.1308 +5.8700 138.08 +0.8710 18.711 +0.0091 1.6312 +15.971 116.99 +0.7860 19.142 - 1250.0 +10.191 44.749 +1.3900 84.845 -0.0256 4.4537
2026 98.090 -5.9000 1.4693 +0.3114 5.2734 - 1.3242 +3.3300 1.2580 +0.1675 7.0630 +0.1407 1.4570 -3.2000 1.1276 +35.540 173.62 +0.7930 19.504 +0.0104 1.6416 +15.701 132.69 +0.8260 19.968 - 1250.0 +10.259 55.008 +1.2090 86.054 - -
 
SPOT
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2023
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