FOREX - Calendar swap assessments

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

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last update: 2018-04-20 23:00:07 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
APR18 90.417 - 1.3043 - 3.4158 - 1.2744 - 1.0243 - 6.2850 - 1.4026 - 1.2277 - 107.72 - 18.080 - 1.3909 - 62.220 - 12.066 - 1072.1 - 2.4754 - 66.225 - 3.8950
MAY18 90.263 -0.0002 1.3041 +0.0018 3.4176 +0.0003 1.2747 +0.0032 1.0275 +0.0099 6.2949 +0.0009 1.4035 +0.0030 1.2307 -0.2300 107.49 +0.4040 18.484 -0.0003 1.3906 -0.5680 61.652 -0.0650 12.001 -1.3000 1070.8 -0.0223 2.4531 +0.3310 66.556 +0.0035 3.8985
JUN18 90.095 -0.0001 1.3040 +0.0018 3.4194 +0.0002 1.2749 +0.0026 1.0301 +0.0095 6.3044 +0.0009 1.4044 +0.0030 1.2337 -0.2200 107.27 +0.1000 18.584 -0.0007 1.3899 +0.2290 61.881 +0.0540 12.055 -1.3000 1069.5 -0.0216 2.4315 +0.3380 66.894 +0.0031 3.9016
JUL18 89.927 +0.0001 1.3041 +0.0076 3.4270 -0.0018 1.2731 +0.0028 1.0329 +0.0091 6.3135 +0.0033 1.4077 +0.0027 1.2364 -0.2600 107.01 +0.0800 18.664 -0.0007 1.3892 +0.2120 62.093 +0.0440 12.099 -1.2000 1068.3 -0.0225 2.4090 +0.2380 67.132 +0.0029 3.9045
AUG18 89.763 -0.0005 1.3036 +0.0094 3.4364 -0.0012 1.2719 +0.0030 1.0359 +0.0076 6.3211 +0.0017 1.4094 +0.0026 1.2390 -0.2500 106.76 +0.0800 18.744 -0.0005 1.3887 +0.1930 62.286 +0.0410 12.140 -1.3000 1067.0 -0.0224 2.3866 +0.2440 67.376 +0.0030 3.9075
SEP18 89.610 +0.0002 1.3038 +0.0077 3.4441 -0.0008 1.2711 +0.0029 1.0388 +0.0088 6.3299 +0.0013 1.4107 +0.0041 1.2431 -0.2700 106.49 +0.1030 18.847 -0.0004 1.3883 +0.2140 62.500 +0.0550 12.195 -1.5000 1065.5 -0.0214 2.3652 +0.2050 67.581 +0.0025 3.9100
OCT18 89.458 -0.0003 1.3035 +0.0072 3.4513 -0.0006 1.2705 +0.0032 1.0420 +0.0072 6.3371 +0.0020 1.4127 +0.0033 1.2464 -0.2600 106.23 +0.0780 18.925 -0.0001 1.3882 +0.1960 62.696 +0.0410 12.236 -1.2000 1064.3 -0.0218 2.3434 +0.2430 67.824 +0.0015 3.9115
3Q18 89.767 - 1.3038 - 3.4359 - 1.2720 - 1.0359 - 6.3215 - 1.4093 - 1.2395 - 106.75 - 18.751 - 1.3887 - 62.293 - 12.145 - 1066.9 - 2.3869 - 67.363 - 3.9073
4Q18 89.315 -0.0010 1.3028 +0.0233 3.4592 -0.0021 1.2699 +0.0093 1.0452 +0.0234 6.3449 +0.0058 1.4151 +0.0096 1.2491 -0.7800 105.97 +0.2640 19.015 -0.0005 1.3882 +0.5780 62.871 +0.1380 12.283 -4.0000 1062.9 -0.0647 2.3222 +0.6620 68.025 +0.0057 3.9130
1Q19 88.883 -0.0017 1.3011 +0.0169 3.4761 -0.0022 1.2677 +0.0095 1.0547 +0.0213 6.3662 +0.0069 1.4220 +0.0098 1.2589 -0.8200 105.15 +0.2480 19.263 -0.0006 1.3876 +0.4630 63.334 +0.1280 12.411 -3.8000 1059.1 -0.0629 2.2593 +0.4630 68.488 +0.0049 3.9179
2Q19 88.450 -0.0015 1.2996 +0.0044 3.4805 -0.0019 1.2658 +0.0092 1.0639 +0.0203 6.3865 +0.0065 1.4285 +0.0106 1.2695 -0.8400 104.31 +0.2340 19.497 -0.0006 1.3870 +0.3530 63.687 +0.1260 12.537 -4.1000 1055.0 -0.0603 2.1990 +0.2150 68.703 +0.0047 3.9226
3Q19 88.011 -0.0012 1.2984 -0.0084 3.4721 -0.0012 1.2646 +0.0093 1.0732 +0.0218 6.4083 +0.0060 1.4345 +0.0102 1.2797 -0.8300 103.48 +0.3020 19.799 -0.0007 1.3863 +0.2450 63.932 +0.1430 12.680 -4.4000 1050.6 -0.0572 2.1418 -0.0330 68.670 +0.0046 3.9272
2018 89.780 - 1.3036 - 3.4376 - 1.2722 - 1.0361 - 6.3204 - 1.4093 - 1.2397 - 106.74 - 18.716 - 1.3891 - 62.361 - 12.156 - 1066.9 - 2.3875 - 67.315 - 3.9062
2019 88.229 -0.0045 1.2991 +0.0323 3.4699 -0.0066 1.2656 +0.0325 1.0686 +0.0772 6.3976 +0.0219 1.4312 +0.0347 1.2744 -2.8400 103.90 +0.9250 19.641 -0.0025 1.3866 +1.3930 63.754 +0.4540 12.610 -14.100 1052.8 -0.2159 2.1716 +1.2460 68.561 +0.0187 3.9249
2020 86.481 -0.0055 1.2936 +0.1168 3.5867 -0.0071 1.2585 +0.0383 1.1069 +0.0815 6.4791 +0.0191 1.4503 +0.0379 1.3123 -3.1700 100.73 +1.0050 20.646 -0.0030 1.3836 +2.5220 66.276 +0.5380 13.148 -16.700 1036.1 -0.2246 1.9470 -2.1440 66.417 +0.0180 3.9429
2021 84.956 -0.0048 1.2888 +0.0849 3.6716 -0.0062 1.2523 +0.0340 1.1409 +0.0651 6.5442 +0.0092 1.4595 +0.0282 1.3405 -2.5400 98.190 +0.8930 21.539 -0.0027 1.3809 +1.9960 68.272 +0.4680 13.616 -14.600 1021.5 -0.1946 1.7524 -5.0790 61.338 - -
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APR18
MAY18
JUN18
JUL18
AUG18
SEP18
OCT18
3Q18
4Q18
1Q19
2Q19
3Q19
2018
2019
2020
2021
2022