FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-05-28 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 | - | 1.5015 | - | 5.1728 | - | 1.3626 | - | 1.0983 | - | 7.2448 | - | 1.2775 | - | 1.0888 | - | 156.69 | - | 16.682 | - | 1.6231 | - | 88.488 | - | 18.386 | - | 1358.8 | - | 32.180 | - | 83.156 | - | 4.6890 |
| MAY24 | 104.50 | +0.0026 | 1.5041 | -0.0204 | 5.1524 | +0.0007 | 1.3633 | -0.0024 | 1.0959 | -0.1274 | 7.1174 | +0.0002 | 1.2777 | - | 1.0902 | -0.4400 | 156.25 | +0.0420 | 16.724 | -0.0009 | 1.6222 | +0.2160 | 88.704 | +0.0310 | 18.417 | +69.800 | 1428.6 | -0.3895 | 31.791 | -0.0100 | 83.146 | - | 4.6890 |
| JUN24 | 103.88 | -0.0074 | 1.4967 | +0.0535 | 5.2059 | -0.0018 | 1.3615 | +0.0148 | 1.1107 | - | 7.1174 | -0.0002 | 1.2775 | - | 1.0905 | +0.6000 | 156.85 | +0.1040 | 16.828 | +0.0006 | 1.6228 | +5.7730 | 94.477 | +0.0330 | 18.450 | - | 1428.6 | +0.9963 | 32.787 | +0.0490 | 83.195 | -0.0090 | 4.6800 |
| JUL24 | 103.94 | +0.0008 | 1.4975 | -0.0219 | 5.1840 | - | 1.3615 | -0.0004 | 1.1103 | - | 7.1174 | - | 1.2775 | - | 1.0935 | -0.6000 | 156.25 | +0.0070 | 16.835 | +0.0014 | 1.6242 | -0.0970 | 94.380 | +0.0340 | 18.484 | - | 1428.6 | +1.0295 | 33.816 | -0.0080 | 83.187 | -0.0002 | 4.6798 |
| AUG24 | 103.96 | +0.0007 | 1.4982 | -0.0219 | 5.1621 | - | 1.3615 | -0.0001 | 1.1102 | - | 7.1174 | - | 1.2775 | - | 1.0920 | -0.6000 | 155.65 | +0.0070 | 16.842 | +0.0004 | 1.6246 | -0.0360 | 94.344 | - | 18.484 | - | 1428.6 | +2.0218 | 35.838 | +0.0440 | 83.231 | -0.0097 | 4.6701 |
| SEP24 | 103.96 | -0.0009 | 1.4973 | -0.0056 | 5.1565 | -0.0010 | 1.3605 | - | 1.1102 | -0.0012 | 7.1162 | +0.0002 | 1.2777 | - | 1.0983 | -1.2200 | 154.43 | +0.0790 | 16.921 | +0.0001 | 1.6247 | -0.0040 | 94.340 | +0.0430 | 18.527 | - | 1428.6 | +0.0041 | 35.842 | +0.0740 | 83.305 | -0.0095 | 4.6606 |
| OCT24 | 103.96 | +0.0013 | 1.4986 | +0.0392 | 5.1957 | +0.0001 | 1.3606 | - | 1.1102 | -0.0038 | 7.1124 | -0.0004 | 1.2773 | - | 1.1005 | -0.5800 | 153.85 | +0.0780 | 16.999 | +0.0001 | 1.6248 | -0.0060 | 94.334 | +0.0510 | 18.578 | - | 1428.6 | +0.0045 | 35.847 | +0.0990 | 83.404 | -0.0091 | 4.6515 |
| NOV24 | 103.98 | - | 1.5026 | - | 5.2358 | - | 1.3624 | - | 1.1101 | - | 7.1060 | - | 1.2747 | - | 1.1051 | - | 153.85 | - | 17.080 | - | 1.6252 | - | 94.300 | - | 18.622 | - | 1428.6 | - | 35.877 | - | 83.512 | - | 4.6422 |
| 3Q24 | 103.95 | -0.0049 | 1.4977 | -0.0683 | 5.1675 | -0.0012 | 1.3612 | +0.0002 | 1.1103 | +0.0110 | 7.1170 | +0.0029 | 1.2776 | - | 1.1096 | +1.5900 | 155.44 | -0.2140 | 16.866 | -0.0007 | 1.6245 | +0.0550 | 94.355 | -0.1230 | 18.499 | - | 1428.6 | -0.7111 | 35.166 | -0.2710 | 83.241 | +0.0280 | 4.6702 |
| 4Q24 | 104.00 | +0.0021 | 1.4998 | +0.0601 | 5.2276 | -0.0002 | 1.3610 | -0.0003 | 1.1100 | -0.0113 | 7.1057 | -0.0014 | 1.2762 | - | 1.1140 | -1.7700 | 153.67 | +0.2160 | 17.082 | +0.0010 | 1.6255 | -0.0760 | 94.279 | +0.1230 | 18.622 | - | 1428.6 | +0.7290 | 35.895 | +0.2700 | 83.511 | -0.0278 | 4.6424 |
| 1Q25 | 103.86 | -0.0044 | 1.4954 | +0.0536 | 5.2812 | -0.0033 | 1.3577 | +0.0094 | 1.1194 | -0.0251 | 7.0806 | -0.0009 | 1.2753 | - | 1.1185 | -2.0400 | 151.63 | +0.2420 | 17.324 | +0.0075 | 1.6330 | +3.6890 | 97.968 | +0.1400 | 18.762 | - | 1428.6 | +3.4862 | 39.381 | +0.2420 | 83.753 | -0.0041 | 4.6383 |
| 2Q25 | 103.54 | +0.0018 | 1.4972 | +0.1603 | 5.4415 | -0.0003 | 1.3574 | +0.0110 | 1.1304 | -0.0321 | 7.0485 | +0.0007 | 1.2760 | - | 1.1229 | -2.1200 | 149.51 | +0.2310 | 17.555 | +0.0013 | 1.6343 | +4.5580 | 102.53 | +0.1510 | 18.913 | - | 1428.6 | +3.4906 | 42.871 | +0.8420 | 84.595 | +0.0289 | 4.6672 |
| 3Q25 | 102.95 | - | 1.4898 | - | 5.9654 | - | 1.3535 | - | 1.1411 | - | 7.0280 | - | 1.2757 | - | 1.1273 | - | 152.18 | - | 17.727 | - | 1.6345 | - | 105.43 | - | 19.015 | - | 1418.8 | - | 46.000 | - | 86.878 | - | 4.7453 |
| 2024 | 104.03 | +0.0093 | 1.4991 | -0.7724 | 5.1930 | +0.0079 | 1.3614 | -0.0327 | 1.1084 | +0.0849 | 7.1129 | +0.0013 | 1.2770 | - | 1.1317 | +2.8800 | 155.06 | -0.8020 | 16.925 | -0.0101 | 1.6244 | - | 93.635 | -0.4860 | 18.529 | +9.8000 | 1428.6 | -11.281 | 34.720 | -3.5540 | 83.324 | -0.0819 | 4.6634 |
| 2025 | 103.23 | -0.0120 | 1.4871 | +0.7462 | 5.9392 | -0.0090 | 1.3524 | +0.0270 | 1.1354 | -0.0719 | 7.0410 | -0.0015 | 1.2755 | - | 1.1361 | -1.5400 | 153.52 | +0.7230 | 17.648 | +0.0097 | 1.6341 | +6.6120 | 100.25 | +0.4400 | 18.969 | -67.000 | 1361.6 | +9.1663 | 43.886 | +3.3090 | 86.633 | +0.0735 | 4.7369 |
| 2026 | 101.71 | -0.0101 | 1.4770 | +0.1839 | 6.1231 | -0.0117 | 1.3407 | +0.0459 | 1.1813 | -0.0944 | 6.9466 | -0.0079 | 1.2676 | - | 1.1405 | +88.200 | 241.72 | +1.0050 | 18.653 | +0.0014 | 1.6355 | - | 109.29 | +0.7980 | 19.767 | -672.40 | 689.20 | +12.385 | 56.271 | +32.520 | 119.15 | +0.0550 | 4.7919 |
| 2027 | 100.41 | +3.0000 | 1.4800 | -0.2938 | 5.8293 | -4.1000 | 1.3366 | +3.7700 | 1.2190 | -0.1089 | 6.8377 | -2.9400 | 1.2382 | - | 1.1448 | +323.43 | 565.15 | +0.8100 | 19.463 | +1.1000 | 1.6366 | - | 132.69 | +0.6630 | 20.430 | -649.20 | 40.000 | +8.9465 | 65.218 | +92.100 | 211.25 | - | - |
| SPOT |
|---|
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| SEP24 |
| OCT24 |
| NOV24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |