FOREX - Calendar swap assessments

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

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last update: 2023-12-25 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 - 1.4708 - 4.8585 - 1.3270 - 1.1701 - 7.1310 - 1.2693 - 1.1012 - 142.40 - 16.966 - 1.5896 - 92.115 - 18.494 - 1297.2 - 29.198 - 83.099 - 4.6290
DEC23 101.71 +0.0012 1.4720 -0.0269 4.8316 -0.0003 1.3267 -0.0025 1.1676 -0.0284 7.1026 +0.0002 1.2695 -0.0007 1.1005 +2.6100 145.01 +0.0340 17.000 -0.0028 1.5868 -1.6390 90.476 -0.1480 18.346 -47.200 1250.0 -0.2861 28.912 +0.1860 83.285 - 4.6290
JAN24 100.98 -0.0042 1.4678 +0.0477 4.8793 -0.0021 1.3246 +0.0226 1.1902 -0.0093 7.0933 +0.0007 1.2702 +0.0033 1.1038 -4.6700 140.34 +0.1830 17.183 +0.0015 1.5883 +10.252 100.73 +0.0360 18.382 - 1250.0 +0.8298 29.742 +0.0410 83.326 -0.0108 4.6182
FEB24 101.00 +0.0002 1.4680 -0.0036 4.8757 +0.0003 1.3249 -0.0005 1.1897 -0.0011 7.0922 -0.0001 1.2701 - 1.1038 +0.5100 140.85 -0.0010 17.182 +0.0002 1.5885 -0.3430 100.39 +0.0340 18.416 - 1250.0 +0.7763 30.518 +0.0100 83.336 +0.0004 4.6186
MAR24 101.02 +0.0002 1.4682 -0.0039 4.8718 +0.0002 1.3251 -0.0003 1.1894 -0.0012 7.0910 -0.0001 1.2700 - 1.1038 +0.5300 141.38 -0.0010 17.181 +0.0002 1.5887 -0.2250 100.16 +0.0080 18.424 - 1250.0 +3.2366 33.755 +0.0660 83.402 -0.0090 4.6096
APR24 101.03 -0.0015 1.4667 +0.0141 4.8859 -0.0005 1.3246 -0.0001 1.1893 -0.0089 7.0821 +0.0004 1.2704 +0.0015 1.1053 -0.5300 140.85 +0.0910 17.272 +0.0001 1.5888 -0.1120 100.05 +0.0520 18.476 - 1250.0 +0.0202 33.775 +0.0940 83.496 -0.0089 4.6007
MAY24 101.04 -0.0013 1.4654 +0.0153 4.9012 -0.0008 1.3238 -0.0001 1.1892 -0.0099 7.0722 +0.0006 1.2710 +0.0014 1.1067 - 140.85 +0.0890 17.361 - 1.5888 -0.0420 100.01 +0.0510 18.527 - 1250.0 +0.0077 33.783 +0.1240 83.620 -0.0084 4.5923
JUN24 101.04 - 1.4656 - 4.9190 - 1.3241 - 1.1892 - 7.0621 - 1.2706 - 1.1068 - 140.41 - 17.453 - 1.5888 - 100.00 - 18.579 - 1250.0 - 33.784 - 83.760 - 4.5841
1Q24 101.00 +0.0024 1.4680 -0.0434 4.8756 +0.0008 1.3249 +0.0006 1.1898 +0.0301 7.0922 -0.0005 1.2701 -0.0030 1.1038 +0.4500 140.86 -0.2710 17.182 -0.0003 1.5885 +0.4240 100.42 -0.1710 18.408 - 1250.0 -2.4455 31.338 -0.4050 83.355 +0.0314 4.6155
2Q24 101.04 -0.0021 1.4659 +0.0264 4.9020 -0.0007 1.3242 -0.0006 1.1892 -0.0201 7.0721 +0.0006 1.2707 +0.0025 1.1063 -0.1600 140.70 +0.1800 17.362 +0.0003 1.5888 -0.4060 100.02 +0.1200 18.528 - 1250.0 +2.4422 33.781 +0.2700 83.625 -0.0231 4.5924
3Q24 101.04 -0.0021 1.4638 +0.0452 4.9472 -0.0011 1.3231 -0.0001 1.1891 -0.0315 7.0406 +0.0002 1.2709 +0.0033 1.1096 -1.7100 138.99 +0.2750 17.637 +0.0001 1.5889 -0.0900 99.928 +0.1640 18.692 - 1250.0 +0.0164 33.797 +0.3340 83.959 -0.0144 4.5780
4Q24 100.79 -0.0019 1.4619 +0.0474 4.9946 -0.0010 1.3221 +0.0100 1.1991 -0.0345 7.0061 +0.0002 1.2711 +0.0044 1.1140 -2.0000 136.99 +0.2630 17.900 +0.0014 1.5903 +4.2790 104.21 +0.1760 18.868 - 1250.0 +2.5464 36.343 +0.7510 84.710 +0.0124 4.5904
1Q25 100.82 - 1.4615 - 5.1656 - 1.3214 - 1.2085 - 6.9804 - 1.2714 - 1.1186 - 135.34 - 18.127 - 1.5919 - 108.61 - 19.005 - 1250.0 - 38.710 - 87.061 - 4.6292
2023 101.71 +0.0105 1.4720 -0.3340 4.8316 +0.0053 1.3267 -0.0409 1.1676 +0.1222 7.1026 -0.0019 1.2695 -0.0181 1.1005 +9.6700 145.01 -1.1270 17.000 -0.0051 1.5868 -18.135 90.476 -0.6590 18.346 - 1250.0 -9.7975 28.912 -3.7760 83.285 -0.0002 4.6290
2024 100.97 -0.0071 1.4649 +0.0983 4.9299 -0.0031 1.3236 +0.0242 1.1918 -0.0498 7.0528 +0.0012 1.2707 +0.0079 1.1084 -5.6200 139.39 +0.5200 17.520 +0.0023 1.5891 +10.668 101.14 +0.2780 18.624 - 1250.0 +4.9026 33.815 +0.6270 83.912 -0.0349 4.5941
2025 100.78 -0.0002 1.4647 +0.6309 5.5608 -0.0029 1.3207 +0.0307 1.2225 -0.0933 6.9595 +0.0017 1.2724 +0.0107 1.1191 +4.4200 143.81 +1.0340 18.554 +0.0056 1.5947 +9.3530 110.50 +0.7650 19.389 - 1250.0 +8.4255 42.240 +14.427 98.339 +0.2212 4.8153
2026 100.79 +3.3000 1.4680 -0.2133 5.3475 -3.7000 1.3170 +0.0379 1.2604 +3.0700 6.9902 +1.2600 1.2850 +6.1000 1.1252 +110.85 254.66 +1.0900 19.644 +9.7000 1.6044 - 132.69 +0.9330 20.322 - 1250.0 +8.2779 50.518 +79.208 177.55 - -
 
SPOT
DEC23
JAN24
FEB24
MAR24
APR24
MAY24
JUN24
1Q24
2Q24
3Q24
4Q24
1Q25
2023
2024
2025
2026