FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-10-24 23:00:06 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 | - | 1.5399 | - | 5.3799 | - | 1.4020 | - | 1.2566 | - | 7.1214 | - | 1.3318 | - | 1.1646 | - | 152.99 | - | 18.405 | - | 1.7419 | - | 81.040 | - | 17.362 | - | 1438.6 | - | 41.969 | - | 87.763 | - | 4.2210 |
| OCT25 | 98.929 | -0.0021 | 1.5378 | -0.0029 | 5.3770 | -0.0013 | 1.4007 | -0.0019 | 1.2547 | -0.0245 | 7.0969 | -0.0008 | 1.3310 | - | 1.1664 | -1.4700 | 151.52 | +0.0120 | 18.417 | +0.0005 | 1.7424 | - | 101.01 | -0.0600 | 17.302 | -10.000 | 1428.6 | -0.5045 | 41.465 | +0.0260 | 87.789 | - | 4.2210 |
| NOV25 | 98.399 | +0.0018 | 1.5396 | +0.0740 | 5.4510 | -0.0019 | 1.3988 | +0.0233 | 1.2780 | -0.0198 | 7.0771 | -0.0002 | 1.3308 | - | 1.1681 | - | 151.52 | +0.0590 | 18.476 | -0.0158 | 1.7266 | - | 101.01 | +0.0290 | 17.331 | - | 1428.6 | +1.1779 | 42.643 | +0.1310 | 87.920 | -0.0047 | 4.2163 |
| DEC25 | 98.399 | -0.0014 | 1.5382 | -0.0044 | 5.4466 | -0.0004 | 1.3984 | -0.0005 | 1.2775 | - | 7.0771 | - | 1.3308 | - | 1.1687 | - | 151.52 | +0.0080 | 18.484 | +0.0010 | 1.7276 | - | 101.01 | +0.0300 | 17.361 | - | 1428.6 | +1.2171 | 43.860 | +0.0050 | 87.925 | +0.0002 | 4.2165 |
| JAN26 | 98.400 | -0.0013 | 1.5369 | -0.0044 | 5.4422 | -0.0004 | 1.3980 | -0.0002 | 1.2773 | - | 7.0771 | - | 1.3308 | - | 1.1709 | - | 151.52 | +0.0090 | 18.493 | +0.0005 | 1.7281 | - | 101.01 | +0.0080 | 17.369 | - | 1428.6 | +3.5300 | 47.390 | +0.1540 | 88.079 | -0.0039 | 4.2126 |
| FEB26 | 98.400 | -0.0028 | 1.5341 | +0.0273 | 5.4695 | -0.0028 | 1.3952 | -0.0001 | 1.2772 | -0.0102 | 7.0669 | +0.0003 | 1.3311 | - | 1.1763 | - | 151.52 | +0.0620 | 18.555 | +0.0002 | 1.7283 | - | 101.01 | +0.0470 | 17.416 | - | 1428.6 | +0.0032 | 47.393 | +0.1710 | 88.250 | -0.0035 | 4.2091 |
| MAR26 | 98.400 | -0.0004 | 1.5337 | +0.0302 | 5.4997 | -0.0025 | 1.3927 | - | 1.2772 | -0.0095 | 7.0574 | +0.0008 | 1.3319 | - | 1.1803 | - | 151.52 | +0.0570 | 18.612 | - | 1.7283 | - | 101.01 | +0.0350 | 17.451 | - | 1428.6 | +0.0006 | 47.393 | +0.1630 | 88.413 | -0.0030 | 4.2061 |
| APR26 | 98.400 | - | 1.5364 | - | 5.5383 | - | 1.3924 | - | 1.2772 | - | 7.0471 | - | 1.3329 | - | 1.1830 | - | 151.56 | - | 18.666 | - | 1.7283 | - | 101.01 | - | 17.490 | - | 1428.6 | - | 47.394 | - | 88.599 | - | 4.2029 |
| 1Q26 | 98.400 | -0.0015 | 1.5349 | -0.0678 | 5.4705 | +0.0029 | 1.3953 | - | 1.2772 | +0.0201 | 7.0672 | -0.0016 | 1.3313 | - | 1.1866 | -0.0400 | 151.52 | -0.1130 | 18.553 | -0.0001 | 1.7282 | - | 101.01 | -0.0780 | 17.412 | - | 1428.6 | -0.0019 | 47.392 | -0.3520 | 88.247 | +0.0063 | 4.2092 |
| 2Q26 | 98.400 | +0.0004 | 1.5353 | +0.1064 | 5.5769 | -0.0037 | 1.3916 | -0.0002 | 1.2770 | -0.0295 | 7.0377 | +0.0013 | 1.3326 | - | 1.1901 | -0.1300 | 151.39 | +0.1770 | 18.730 | +0.0004 | 1.7286 | - | 101.01 | +0.1320 | 17.544 | - | 1428.6 | +0.0075 | 47.399 | +0.4430 | 88.690 | -0.0077 | 4.2015 |
| 3Q26 | 98.083 | -0.0027 | 1.5326 | +0.0798 | 5.6567 | -0.0062 | 1.3854 | +0.0123 | 1.2893 | -0.0255 | 7.0122 | -0.0011 | 1.3315 | - | 1.1937 | -1.8800 | 149.51 | +0.1860 | 18.916 | -0.0058 | 1.7228 | - | 101.01 | +0.1340 | 17.678 | - | 1428.6 | +3.6498 | 51.049 | -0.8480 | 87.842 | +0.0143 | 4.2158 |
| 4Q26 | 97.858 | -0.0002 | 1.5324 | +0.2462 | 5.9029 | -0.0044 | 1.3810 | +0.0112 | 1.3005 | -0.0253 | 6.9869 | -0.0009 | 1.3306 | - | 1.1971 | -0.5000 | 149.01 | +0.2010 | 19.117 | -0.0045 | 1.7183 | - | 101.01 | +0.1400 | 17.818 | - | 1428.6 | +3.9293 | 54.979 | -3.7670 | 84.075 | +0.0630 | 4.2788 |
| 1Q27 | 97.209 | - | 1.5332 | - | 6.5458 | - | 1.3822 | - | 1.3116 | - | 6.9727 | - | 1.3302 | - | 1.2005 | - | 146.59 | - | 18.889 | - | 1.7150 | - | 101.01 | - | 18.101 | - | 1428.6 | - | 59.215 | - | 75.464 | - | 4.4228 |
| 2025 | 98.576 | +0.0053 | 1.5385 | -1.1209 | 5.4249 | +0.0171 | 1.3993 | -0.0415 | 1.2701 | +0.1110 | 7.0837 | +0.0007 | 1.3309 | - | 1.2040 | +4.9300 | 151.52 | -0.4300 | 18.459 | +0.0172 | 1.7322 | - | 101.01 | -0.7700 | 17.331 | - | 1428.6 | -16.559 | 42.656 | +12.414 | 87.878 | -0.2049 | 4.2179 |
| 2026 | 98.185 | -0.0047 | 1.5338 | +0.2268 | 5.6517 | -0.0110 | 1.3883 | +0.0159 | 1.2860 | -0.0577 | 7.0260 | +0.0006 | 1.3315 | - | 1.2075 | -1.1600 | 150.36 | +0.3700 | 18.829 | -0.0077 | 1.7245 | - | 101.01 | +0.2820 | 17.613 | - | 1428.6 | +7.5492 | 50.205 | -0.6640 | 87.214 | +0.0084 | 4.2263 |
| 2027 | 96.718 | +0.0018 | 1.5356 | +1.3206 | 6.9723 | -0.0103 | 1.3780 | +0.0453 | 1.3313 | -0.0923 | 6.9337 | -0.0041 | 1.3274 | - | 1.2109 | -24.870 | 125.49 | +0.5330 | 19.362 | -0.0129 | 1.7116 | - | 101.01 | +0.7800 | 18.393 | - | 1428.6 | +17.636 | 67.841 | -45.054 | 42.160 | +0.4748 | 4.7011 |
| 2028 | 95.405 | +3.4000 | 1.5390 | -0.2884 | 6.6839 | -1.8800 | 1.3592 | +0.0484 | 1.3797 | -8.9200 | 6.8445 | -2.5900 | 1.3015 | - | 1.2142 | -189.48 | -63.990 | +0.5390 | 19.901 | -1.3200 | 1.6984 | - | 101.01 | +0.6900 | 19.083 | - | 1428.6 | +19.615 | 87.455 | -209.43 | -167.27 | - | - |
| SPOT |
|---|
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |