FOREX - Calendar swap assessments

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

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last update: 2024-03-21 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 - 1.5191 - 4.9815 - 1.3509 - 1.1138 - 7.1985 - 1.2709 - 1.0886 - 151.39 - 16.754 - 1.6502 - 91.568 - 18.790 - 1330.2 - 31.884 - 83.129 - 4.7130
MAR24 103.75 -0.0026 1.5165 -0.0256 4.9559 +0.0003 1.3512 +0.0081 1.1219 -0.0962 7.1023 +0.0001 1.2710 +0.0003 1.0889 +2.3100 153.70 -0.0850 16.669 -0.0055 1.6447 +0.8990 92.467 -0.0970 18.693 -80.200 1250.0 +0.1022 31.986 +0.0170 83.146 - 4.7130
APR24 103.05 -0.0010 1.5155 +0.0415 4.9974 -0.0008 1.3504 +0.0133 1.1352 +0.0013 7.1036 +0.0021 1.2731 +0.0042 1.0931 -5.0100 148.69 +0.1650 16.834 +0.0014 1.6461 +4.1920 96.659 +0.0340 18.727 - 1250.0 +1.3138 33.300 +0.0630 83.209 -0.0101 4.7029
MAY24 102.98 -0.0003 1.5152 -0.0024 4.9950 -0.0003 1.3501 +0.0015 1.1367 -0.0013 7.1023 -0.0003 1.2728 -0.0003 1.0928 +0.5600 149.25 +0.0010 16.835 -0.0001 1.6460 +0.6800 97.339 +0.0350 18.762 - 1250.0 +1.3575 34.658 +0.0010 83.210 +0.0001 4.7030
JUN24 102.93 -0.0004 1.5148 -0.0023 4.9927 -0.0003 1.3498 +0.0009 1.1376 -0.0013 7.1010 -0.0003 1.2725 -0.0003 1.0925 +0.5500 149.80 +0.0010 16.836 -0.0001 1.6459 +0.4000 97.739 - 18.762 - 1250.0 +5.3365 39.994 +0.0700 83.280 -0.0100 4.6930
JUL24 102.91 -0.0006 1.5142 +0.0122 5.0049 -0.0013 1.3485 +0.0004 1.1380 -0.0037 7.0973 +0.0017 1.2742 +0.0017 1.0942 -1.0900 148.71 +0.0840 16.920 -0.0001 1.6458 +0.2130 97.952 +0.0440 18.806 - 1250.0 +0.0042 39.998 +0.0820 83.362 -0.0091 4.6839
AUG24 102.90 +0.0012 1.5154 +0.0114 5.0163 -0.0013 1.3472 +0.0002 1.1382 -0.0064 7.0909 +0.0046 1.2788 +0.0025 1.0967 -1.6400 147.07 +0.0870 17.007 - 1.6458 +0.0770 98.029 +0.0620 18.868 - 1250.0 +0.0016 40.000 +0.1020 83.464 -0.0088 4.6751
SEP24 102.90 - 1.5133 - 5.0303 - 1.3476 - 1.1382 - 7.0821 - 1.2751 - 1.0956 - 148.02 - 17.088 - 1.6458 - 98.039 - 18.931 - 1250.0 - 40.000 - 83.569 - 4.6664
2Q24 102.99 +0.0019 1.5152 -0.0353 4.9950 +0.0025 1.3501 -0.0017 1.1365 +0.0202 7.1023 -0.0023 1.2728 -0.0028 1.0928 +1.2300 149.25 -0.2530 16.835 +0.0002 1.6460 -0.7930 97.246 -0.1810 18.750 - 1250.0 -4.0162 35.984 -0.3360 83.233 +0.0332 4.6996
3Q24 102.90 -0.0009 1.5143 +0.0222 5.0172 -0.0023 1.3478 +0.0016 1.1381 -0.0122 7.0901 +0.0032 1.2760 +0.0027 1.0955 -1.3200 147.93 +0.1700 17.005 -0.0002 1.6458 +0.7610 98.007 +0.1180 18.868 - 1250.0 +4.0155 39.999 +0.2320 83.465 -0.0245 4.6751
4Q24 102.89 -0.0034 1.5109 +0.0388 5.0560 -0.0012 1.3466 +0.0004 1.1385 -0.0295 7.0606 -0.0006 1.2754 +0.0028 1.0983 -1.0800 146.85 +0.2370 17.242 - 1.6458 +0.1650 98.172 +0.1550 19.023 - 1250.0 +0.0034 40.003 +0.3180 83.783 -0.0148 4.6603
1Q25 102.36 -0.0040 1.5069 +0.0152 5.0712 -0.0024 1.3442 +0.0105 1.1490 -0.0348 7.0258 +0.0002 1.2756 +0.0053 1.1036 -1.9200 144.93 +0.2330 17.475 +0.0003 1.6461 +3.7920 101.96 +0.1620 19.185 - 1250.0 +4.0567 44.059 +1.1570 84.940 +0.0210 4.6813
2Q25 101.95 - 1.5076 - 5.1129 - 1.3423 - 1.1602 - 6.9963 - 1.2802 - 1.1082 - 142.87 - 17.676 - 1.6464 - 106.28 - 19.352 - 1250.0 - 48.070 - 88.643 - 4.7486
2024 103.01 +0.0061 1.5137 -0.0968 5.0161 +0.0062 1.3485 -0.0241 1.1361 +0.0898 7.0861 -0.0058 1.2744 -0.0133 1.0949 +5.7100 148.58 -0.6850 16.991 -0.0006 1.6458 -9.0040 97.274 -0.4900 18.862 - 1250.0 -10.076 37.994 -5.1840 83.459 -0.0668 4.6818
2025 101.69 -0.0101 1.5036 +0.1805 5.1966 -0.0057 1.3428 +0.0322 1.1683 -0.0999 6.9862 -0.0035 1.2709 +0.0145 1.1094 -5.0700 143.51 +0.7830 17.774 +0.0006 1.6464 +6.8470 104.12 +0.5310 19.393 - 1250.0 +12.510 50.505 +11.606 95.065 +0.1836 4.8654
2026 100.16 -0.0005 1.5031 +0.1842 5.3808 -0.0098 1.3330 +0.0548 1.2231 -0.1049 6.8813 -0.2070 1.0639 +0.0614 1.1708 +2.6400 146.15 +0.8390 18.613 +0.0005 1.6469 - 109.29 +0.8080 20.201 - 1250.0 +15.955 66.460 +90.574 185.64 -0.0648 4.8006
2027 98.974 -3.0000 1.5001 +0.1561 5.5369 -6.1000 1.3269 +3.3800 1.2569 -6.9900 6.8114 -0.6428 0.4211 +0.1861 1.3569 +9.7400 155.89 +0.6290 19.242 - 1.6469 - 132.69 +0.5650 20.766 - 1250.0 +11.472 77.932 +200.26 385.90 - -
 
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