FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-09-09 23:00:05 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 | - | 1.5380 | - | 5.4774 | - | 1.3796 | - | 1.2441 | - | 7.1439 | - | 1.3381 | - | 1.1729 | - | 148.50 | - | 18.786 | - | 1.7082 | - | 80.628 | - | 17.714 | - | 1395.5 | - | 41.080 | - | 88.133 | - | 4.2250 |
| SEP25 | 98.345 | +0.0005 | 1.5385 | -0.0159 | 5.4615 | -0.0003 | 1.3793 | +0.0015 | 1.2456 | -0.0517 | 7.0922 | -0.0009 | 1.3372 | - | 1.1749 | +0.7500 | 149.25 | -0.0940 | 18.692 | - | 1.7082 | - | 101.01 | -0.0460 | 17.668 | +33.100 | 1428.6 | +0.5867 | 41.667 | +0.1130 | 88.246 | - | 4.2250 |
| OCT25 | 97.980 | +0.0014 | 1.5399 | +0.1339 | 5.5954 | -0.0068 | 1.3725 | +0.0129 | 1.2585 | -0.0100 | 7.0822 | -0.0018 | 1.3354 | - | 1.1775 | -2.1900 | 147.06 | +0.0350 | 18.727 | -0.0049 | 1.7033 | - | 101.01 | - | 17.668 | - | 1428.6 | +1.0703 | 42.737 | +0.1950 | 88.441 | -0.0055 | 4.2195 |
| NOV25 | 97.941 | -0.0014 | 1.5385 | -0.0213 | 5.5741 | +0.0022 | 1.3747 | +0.0004 | 1.2589 | -0.0014 | 7.0808 | +0.0049 | 1.3403 | - | 1.1791 | +0.5300 | 147.59 | +0.0090 | 18.736 | -0.0003 | 1.7030 | - | 101.01 | +0.0620 | 17.730 | - | 1428.6 | +1.0357 | 43.773 | -0.0340 | 88.407 | +0.0002 | 4.2197 |
| DEC25 | 97.935 | -0.0017 | 1.5368 | -0.0220 | 5.5521 | -0.0009 | 1.3738 | +0.0001 | 1.2590 | -0.0123 | 7.0685 | +0.0045 | 1.3448 | - | 1.1814 | -0.5300 | 147.06 | +0.0610 | 18.797 | - | 1.7030 | - | 101.01 | -0.0080 | 17.722 | - | 1428.6 | +1.0703 | 44.843 | +0.1350 | 88.542 | -0.0045 | 4.2152 |
| JAN26 | 97.929 | -0.0037 | 1.5331 | +0.0081 | 5.5602 | -0.0023 | 1.3715 | +0.0001 | 1.2591 | -0.0113 | 7.0572 | +0.0003 | 1.3451 | - | 1.1847 | - | 147.06 | +0.0710 | 18.868 | -0.0001 | 1.7029 | - | 101.01 | +0.0400 | 17.762 | - | 1428.6 | +0.0039 | 44.847 | +0.1760 | 88.718 | -0.0045 | 4.2107 |
| FEB26 | 97.891 | -0.0087 | 1.5244 | +0.0212 | 5.5814 | -0.0074 | 1.3641 | +0.0004 | 1.2595 | -0.0102 | 7.0470 | +0.0066 | 1.3517 | - | 1.1896 | - | 147.06 | +0.0640 | 18.932 | -0.0002 | 1.7027 | - | 101.01 | +0.0400 | 17.802 | - | 1428.6 | +0.0217 | 44.869 | +0.1810 | 88.899 | -0.0047 | 4.2060 |
| MAR26 | 97.782 | - | 1.5315 | - | 5.6163 | - | 1.3693 | - | 1.2607 | - | 7.0376 | - | 1.3430 | - | 1.1937 | - | 146.58 | - | 18.983 | - | 1.7018 | - | 101.01 | - | 17.848 | - | 1428.6 | - | 44.933 | - | 89.047 | - | 4.2019 |
| 4Q25 | 97.952 | +0.0069 | 1.5384 | -0.0424 | 5.5739 | +0.0044 | 1.3737 | -0.0019 | 1.2588 | +0.0396 | 7.0772 | -0.0028 | 1.3402 | - | 1.1981 | +0.6600 | 147.24 | -0.2300 | 18.753 | +0.0013 | 1.7031 | - | 101.01 | -0.1410 | 17.707 | - | 1428.6 | -1.1484 | 43.784 | -0.5840 | 88.463 | +0.0162 | 4.2181 |
| 1Q26 | 97.867 | -0.0087 | 1.5297 | +0.0121 | 5.5860 | -0.0054 | 1.3683 | +0.0009 | 1.2597 | -0.0300 | 7.0472 | +0.0064 | 1.3466 | - | 1.2042 | -0.3400 | 146.90 | +0.1750 | 18.928 | -0.0006 | 1.7025 | - | 101.01 | +0.0970 | 17.804 | - | 1428.6 | +1.0984 | 44.883 | +0.4250 | 88.888 | -0.0119 | 4.2062 |
| 2Q26 | 96.995 | +0.0013 | 1.5310 | +0.0925 | 5.6785 | -0.0013 | 1.3670 | +0.0182 | 1.2779 | -0.0297 | 7.0175 | -0.0038 | 1.3428 | - | 1.2076 | -1.6500 | 145.25 | +0.1690 | 19.097 | -0.0098 | 1.6927 | - | 101.01 | +0.1280 | 17.932 | - | 1428.6 | +3.4264 | 48.309 | +0.4420 | 89.330 | -0.0091 | 4.1971 |
| 3Q26 | 97.786 | -0.0093 | 1.5217 | -0.0562 | 5.6223 | -0.0092 | 1.3578 | +0.0130 | 1.2909 | -0.0294 | 6.9881 | +0.0067 | 1.3495 | - | 1.2110 | -0.5500 | 144.70 | +0.2050 | 19.302 | -0.0124 | 1.6803 | - | 101.01 | +0.1320 | 18.064 | - | 1428.6 | +3.4923 | 51.801 | +1.1990 | 90.529 | -0.0075 | 4.1896 |
| 4Q26 | 96.992 | - | 1.5389 | - | 5.3358 | - | 1.3680 | - | 1.3024 | - | 6.9689 | - | 1.3354 | - | 1.2141 | - | 142.33 | - | 19.424 | - | 1.6764 | - | 101.01 | - | 18.178 | - | 1428.6 | - | 55.342 | - | 94.351 | - | 4.1657 |
| 2025 | 98.050 | -0.0005 | 1.5384 | +0.2100 | 5.5458 | +0.0071 | 1.3751 | -0.0469 | 1.2555 | +0.1120 | 7.0809 | +0.0040 | 1.3394 | - | 1.2172 | +5.4100 | 147.74 | -0.6860 | 18.738 | +0.0280 | 1.7044 | - | 101.01 | -0.4810 | 17.697 | - | 1428.6 | -12.087 | 43.255 | -5.9420 | 88.409 | +0.0542 | 4.2199 |
| 2026 | 97.410 | -0.0081 | 1.5303 | +0.0098 | 5.5556 | -0.0098 | 1.3653 | +0.0272 | 1.2827 | -0.0754 | 7.0055 | +0.0042 | 1.3436 | - | 1.2204 | -2.9500 | 144.79 | +0.4500 | 19.188 | -0.0164 | 1.6880 | - | 101.01 | +0.2980 | 17.995 | - | 1428.6 | +6.8289 | 50.084 | +2.3660 | 90.775 | -0.0303 | 4.1896 |
| 2027 | 95.105 | +0.0573 | 1.5876 | -0.3274 | 5.2282 | +0.0213 | 1.3866 | +0.0501 | 1.3328 | -0.1028 | 6.9027 | -0.2637 | 1.0799 | - | 1.2236 | -45.410 | 99.380 | +0.9120 | 20.100 | -0.0106 | 1.6774 | - | 101.01 | +0.5210 | 18.516 | - | 1428.6 | +17.080 | 67.163 | +39.610 | 130.39 | -0.1480 | 4.0416 |
| 2028 | 93.698 | -5.8200 | 1.5294 | +1.4877 | 6.7159 | -0.0566 | 1.3300 | +4.7000 | 1.3798 | -8.6600 | 6.8161 | -1.4919 | -0.4120 | - | 1.2268 | -250.71 | -151.33 | +0.9470 | 21.047 | -7.2000 | 1.6702 | - | 101.01 | +0.6140 | 19.130 | - | 1428.6 | +18.515 | 85.678 | +168.64 | 299.03 | - | - |
| SPOT |
|---|
| SEP25 |
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |