FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-10-11 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 | - | 1.4852 | - | 5.4970 | - | 1.3638 | - | 1.1686 | - | 7.0519 | - | 1.3094 | - | 1.0943 | - | 147.88 | - | 19.275 | - | 1.6345 | - | 96.299 | - | 17.457 | - | 1346.6 | - | 34.271 | - | 83.928 | - | 4.2850 |
| OCT24 | 102.36 | +0.0011 | 1.4863 | +0.0188 | 5.5158 | -0.0010 | 1.3628 | +0.0051 | 1.1737 | -0.0047 | 7.0472 | -0.0024 | 1.3070 | - | 1.0964 | -0.8200 | 147.06 | +0.0670 | 19.342 | -0.0019 | 1.6326 | -1.8700 | 94.429 | -0.0350 | 17.422 | +82.000 | 1428.6 | +0.0823 | 34.353 | +0.0840 | 84.012 | - | 4.2850 |
| NOV24 | 101.80 | -0.0048 | 1.4815 | +0.0014 | 5.5172 | -0.0010 | 1.3618 | +0.0177 | 1.1914 | -0.0149 | 7.0323 | +0.0020 | 1.3090 | - | 1.0973 | - | 147.06 | +0.1130 | 19.455 | +0.0028 | 1.6354 | +1.3070 | 95.736 | +0.0610 | 17.483 | - | 1428.6 | +1.1859 | 35.539 | +0.1910 | 84.203 | -0.0083 | 4.2767 |
| DEC24 | 101.84 | +0.0021 | 1.4836 | +0.0046 | 5.5218 | +0.0001 | 1.3619 | +0.0002 | 1.1916 | +0.0002 | 7.0325 | -0.0003 | 1.3087 | - | 1.0966 | - | 147.06 | -0.0100 | 19.445 | -0.0008 | 1.6346 | +1.3510 | 97.087 | +0.0300 | 17.513 | - | 1428.6 | +1.2255 | 36.765 | -0.0150 | 84.188 | +0.0006 | 4.2773 |
| JAN25 | 101.86 | -0.0005 | 1.4831 | +0.0046 | 5.5264 | -0.0008 | 1.3611 | +0.0001 | 1.1917 | -0.0149 | 7.0176 | +0.0003 | 1.3090 | - | 1.1021 | -0.5300 | 146.53 | +0.0960 | 19.541 | -0.0004 | 1.6342 | +1.3520 | 98.439 | - | 17.513 | - | 1428.6 | +3.5621 | 40.327 | +0.1580 | 84.346 | -0.0067 | 4.2706 |
| FEB25 | 101.86 | -0.0021 | 1.4810 | +0.0189 | 5.5453 | -0.0009 | 1.3602 | - | 1.1917 | -0.0164 | 7.0012 | -0.0020 | 1.3070 | - | 1.1061 | -1.6000 | 144.93 | +0.0990 | 19.640 | -0.0002 | 1.6340 | +1.2200 | 99.659 | +0.0390 | 17.552 | - | 1428.6 | -0.0036 | 40.323 | +0.1550 | 84.501 | -0.0061 | 4.2645 |
| MAR25 | 101.87 | +0.0027 | 1.4837 | +0.0243 | 5.5696 | -0.0001 | 1.3601 | - | 1.1917 | -0.0150 | 6.9862 | +0.0012 | 1.3082 | - | 1.1097 | +0.9100 | 145.84 | +0.0920 | 19.732 | - | 1.6340 | +1.3510 | 101.01 | +0.0440 | 17.596 | - | 1428.6 | -0.0006 | 40.323 | +0.1440 | 84.645 | -0.0050 | 4.2595 |
| APR25 | 101.87 | - | 1.4854 | - | 5.5970 | - | 1.3578 | - | 1.1917 | - | 6.9722 | - | 1.3066 | - | 1.1141 | - | 144.93 | - | 19.833 | - | 1.6340 | - | 102.32 | - | 17.645 | - | 1383.9 | - | 40.322 | - | 84.810 | - | 4.2550 |
| 1Q25 | 101.86 | -0.0028 | 1.4826 | -0.0499 | 5.5471 | +0.0027 | 1.3605 | - | 1.1917 | +0.0295 | 7.0017 | +0.0014 | 1.3080 | - | 1.1174 | +0.8400 | 145.77 | -0.1950 | 19.638 | +0.0001 | 1.6341 | -2.6150 | 99.703 | -0.0910 | 17.554 | +44.700 | 1428.6 | +0.0021 | 40.324 | -0.3130 | 84.497 | +0.0099 | 4.2649 |
| 2Q25 | 101.88 | +0.0021 | 1.4847 | +0.0777 | 5.6248 | -0.0026 | 1.3579 | +0.0001 | 1.1918 | -0.0428 | 6.9589 | -0.0014 | 1.3066 | - | 1.1218 | -1.0400 | 144.73 | +0.2800 | 19.918 | -0.0004 | 1.6337 | +3.9510 | 103.65 | +0.1370 | 17.691 | -118.60 | 1310.0 | -0.0083 | 40.316 | +0.4140 | 84.911 | -0.0118 | 4.2531 |
| 3Q25 | 101.67 | -0.0001 | 1.4846 | +0.0385 | 5.6633 | -0.0025 | 1.3554 | +0.0111 | 1.2029 | -0.0337 | 6.9252 | -0.0007 | 1.3059 | - | 1.1261 | -1.6400 | 143.09 | +0.2710 | 20.189 | -0.0013 | 1.6324 | +4.0100 | 107.66 | +0.1420 | 17.833 | -60.000 | 1250.0 | +3.5140 | 43.830 | -0.2800 | 84.631 | +0.0181 | 4.2712 |
| 4Q25 | 101.56 | -0.0015 | 1.4831 | +0.0608 | 5.7241 | -0.0025 | 1.3529 | +0.0103 | 1.2132 | -0.0222 | 6.9030 | -0.0009 | 1.3050 | - | 1.1303 | -0.4600 | 142.63 | +0.2110 | 20.400 | -0.0016 | 1.6308 | +3.9960 | 111.66 | +0.1340 | 17.967 | - | 1250.0 | +3.3427 | 47.173 | -1.3930 | 83.238 | +0.0800 | 4.3512 |
| 1Q26 | 101.19 | - | 1.4863 | - | 5.8830 | - | 1.3535 | - | 1.2231 | - | 6.8873 | - | 1.3049 | - | 1.1343 | - | 140.42 | - | 20.788 | - | 1.6292 | - | 115.61 | - | 17.996 | - | 1250.0 | - | 50.537 | - | 80.052 | - | 4.5341 |
| 2024 | 102.00 | -0.0025 | 1.4838 | -0.3647 | 5.5183 | +0.0087 | 1.3622 | -0.0375 | 1.1856 | +0.1501 | 7.0374 | +0.0033 | 1.3082 | - | 1.1383 | +6.6400 | 147.06 | -1.3740 | 19.414 | +0.0050 | 1.6342 | -19.860 | 95.751 | -0.5240 | 17.472 | +178.60 | 1428.6 | -14.984 | 35.552 | +4.0830 | 84.135 | -0.2544 | 4.2797 |
| 2025 | 101.74 | - | 1.4838 | +0.1215 | 5.6398 | -0.0055 | 1.3567 | +0.0143 | 1.1999 | -0.0902 | 6.9472 | -0.0018 | 1.3064 | - | 1.1423 | -3.0100 | 144.05 | +0.6220 | 20.036 | -0.0015 | 1.6327 | +9.9190 | 105.67 | +0.2890 | 17.761 | -119.00 | 1309.6 | +7.3582 | 42.911 | +0.1840 | 84.319 | +0.0054 | 4.2851 |
| 2026 | 100.93 | +0.0070 | 1.4908 | +0.4831 | 6.1229 | -0.0062 | 1.3505 | +0.0413 | 1.2412 | -0.0873 | 6.8599 | -0.0025 | 1.3039 | - | 1.1463 | -22.980 | 121.07 | +1.2520 | 21.288 | -0.0052 | 1.6275 | +15.909 | 121.58 | +0.6840 | 18.445 | -59.600 | 1250.0 | +14.396 | 57.306 | -16.585 | 67.734 | +0.6024 | 4.8875 |
| 2027 | 100.21 | -1.7000 | 1.4891 | +0.2777 | 6.4006 | -0.0120 | 1.3385 | +4.4000 | 1.2852 | -8.0000 | 6.7799 | -8.6000 | 1.2953 | - | 1.1503 | -172.88 | -51.810 | +1.2690 | 22.557 | -6.6000 | 1.6209 | +15.909 | 137.49 | +0.8720 | 19.317 | - | 1250.0 | +15.357 | 72.663 | -77.148 | -9.4140 | - | - |
| SPOT |
|---|
| OCT24 |
| NOV24 |
| DEC24 |
| JAN25 |
| FEB25 |
| MAR25 |
| APR25 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 4Q25 |
| 1Q26 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |