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 |
|---|
| JUL23 |
| AUG23 |
| SEP23 |
| OCT23 |
| NOV23 |
| DEC23 |
| JAN24 |
| 4Q23 |
| 1Q24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 2023 |
| 2024 |
| 2025 |
| 2026 |