FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-08-22 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 | - | 1.5413 | - | 5.4217 | - | 1.3826 | - | 1.2488 | - | 7.1646 | - | 1.3522 | - | 1.1715 | - | 146.90 | - | 18.574 | - | 1.7044 | - | 80.425 | - | 17.432 | - | 1383.8 | - | 40.931 | - | 87.306 | - | 4.2250 |
| AUG25 | 97.745 | -0.0014 | 1.5399 | -0.0272 | 5.3945 | +0.0008 | 1.3834 | -0.0024 | 1.2464 | -0.0372 | 7.1274 | +0.0006 | 1.3528 | - | 1.1715 | +0.1600 | 147.06 | +0.1540 | 18.728 | -0.0009 | 1.7035 | - | 101.01 | +0.2990 | 17.731 | +44.800 | 1428.6 | -0.1345 | 40.796 | -0.0760 | 87.230 | - | 4.2250 |
| SEP25 | 97.152 | +0.0002 | 1.5401 | +0.0838 | 5.4783 | -0.0046 | 1.3788 | +0.0187 | 1.2651 | -0.0073 | 7.1201 | +0.0002 | 1.3530 | +0.0045 | 1.1760 | +0.5500 | 147.61 | +0.1390 | 18.867 | -0.0038 | 1.6997 | - | 101.01 | +0.0310 | 17.762 | - | 1428.6 | +1.0448 | 41.841 | +0.2510 | 87.481 | -0.0054 | 4.2196 |
| OCT25 | 97.168 | -0.0002 | 1.5399 | -0.0018 | 5.4765 | +0.0001 | 1.3789 | -0.0001 | 1.2650 | -0.0027 | 7.1174 | - | 1.3530 | - | 1.1760 | -0.5500 | 147.06 | +0.0010 | 18.868 | -0.0005 | 1.6992 | - | 101.01 | +0.0320 | 17.794 | - | 1428.6 | +1.0796 | 42.921 | -0.0570 | 87.424 | +0.0001 | 4.2197 |
| NOV25 | 97.174 | -0.0003 | 1.5396 | -0.0018 | 5.4747 | +0.0001 | 1.3790 | - | 1.2650 | -0.0025 | 7.1149 | - | 1.3530 | - | 1.1760 | -0.5300 | 146.53 | +0.0010 | 18.869 | -0.0002 | 1.6990 | - | 101.01 | +0.0080 | 17.802 | - | 1428.6 | +2.1210 | 45.042 | +0.1000 | 87.524 | -0.0052 | 4.2145 |
| DEC25 | 97.175 | -0.0007 | 1.5389 | +0.0355 | 5.5102 | -0.0020 | 1.3770 | - | 1.2650 | -0.0112 | 7.1037 | +0.0001 | 1.3531 | +0.0023 | 1.1783 | -1.0500 | 145.48 | +0.0610 | 18.930 | -0.0001 | 1.6989 | - | 101.01 | +0.0470 | 17.849 | - | 1428.6 | +0.0034 | 45.045 | +0.0850 | 87.609 | -0.0048 | 4.2097 |
| JAN26 | 97.176 | -0.0008 | 1.5381 | +0.0370 | 5.5472 | -0.0019 | 1.3751 | - | 1.2650 | -0.0115 | 7.0922 | - | 1.3531 | +0.0022 | 1.1805 | -0.5500 | 144.93 | +0.0540 | 18.984 | - | 1.6989 | - | 101.01 | +0.0400 | 17.889 | - | 1428.6 | +0.0039 | 45.049 | +0.1390 | 87.748 | -0.0049 | 4.2048 |
| FEB26 | 97.181 | - | 1.5375 | - | 5.5877 | - | 1.3732 | - | 1.2650 | - | 7.0832 | - | 1.3533 | - | 1.1826 | - | 144.93 | - | 19.050 | - | 1.6987 | - | 101.01 | - | 17.930 | - | 1428.6 | - | 45.071 | - | 87.904 | - | 4.1997 |
| 4Q25 | 97.173 | +0.0020 | 1.5395 | -0.1006 | 5.4871 | +0.0051 | 1.3783 | - | 1.2650 | +0.0288 | 7.1120 | -0.0003 | 1.3530 | -0.0058 | 1.1768 | +1.4200 | 146.35 | -0.1610 | 18.889 | +0.0003 | 1.6990 | - | 101.01 | -0.1150 | 17.815 | - | 1428.6 | -0.7352 | 44.336 | -0.3850 | 87.519 | +0.0149 | 4.2146 |
| 1Q26 | 97.185 | -0.0018 | 1.5377 | +0.0995 | 5.5866 | -0.0044 | 1.3739 | - | 1.2650 | -0.0286 | 7.0834 | +0.0002 | 1.3532 | +0.0050 | 1.1818 | -1.5800 | 144.77 | +0.1590 | 19.048 | -0.0004 | 1.6986 | - | 101.01 | +0.1170 | 17.932 | - | 1428.6 | +0.7495 | 45.085 | +0.3810 | 87.900 | -0.0147 | 4.1999 |
| 2Q26 | 96.842 | -0.0015 | 1.5362 | +0.1104 | 5.6970 | -0.0034 | 1.3705 | +0.0133 | 1.2783 | -0.0292 | 7.0542 | -0.0001 | 1.3531 | +0.0042 | 1.1860 | -1.6000 | 143.17 | +0.1860 | 19.234 | -0.0057 | 1.6929 | - | 101.01 | +0.1300 | 18.062 | - | 1428.6 | +3.4586 | 48.544 | +0.2190 | 88.119 | +0.0058 | 4.2057 |
| 3Q26 | 96.824 | -0.0015 | 1.5347 | +0.3578 | 6.0548 | -0.0039 | 1.3666 | +0.0124 | 1.2907 | -0.0284 | 7.0258 | -0.0008 | 1.3523 | +0.0054 | 1.1914 | -0.5400 | 142.63 | +0.1960 | 19.430 | -0.0039 | 1.6890 | - | 101.01 | +0.1310 | 18.193 | - | 1428.6 | +3.5622 | 52.106 | +0.4520 | 88.571 | +0.0644 | 4.2701 |
| 4Q26 | 95.904 | - | 1.5353 | - | 7.1949 | - | 1.3675 | - | 1.3022 | - | 7.0085 | - | 1.3518 | - | 1.1900 | - | 140.33 | - | 19.567 | - | 1.6860 | - | 101.01 | - | 18.285 | - | 1428.6 | - | 55.892 | - | 89.779 | - | 4.4419 |
| 2025 | 97.283 | +0.0044 | 1.5397 | -1.7281 | 5.4668 | +0.0120 | 1.3795 | -0.0409 | 1.2613 | +0.1082 | 7.1167 | +0.0012 | 1.3530 | -0.0144 | 1.1756 | +6.4200 | 146.75 | -0.7150 | 18.852 | +0.0141 | 1.7001 | - | 101.01 | -0.4970 | 17.788 | - | 1428.6 | -12.763 | 43.129 | -2.3250 | 87.454 | -0.2242 | 4.2177 |
| 2026 | 96.689 | -0.0037 | 1.5360 | +0.6665 | 6.1333 | -0.0099 | 1.3696 | +0.0227 | 1.2840 | -0.0737 | 7.0430 | -0.0004 | 1.3526 | +0.0117 | 1.1873 | -4.0200 | 142.73 | +0.4680 | 19.320 | -0.0085 | 1.6916 | - | 101.01 | +0.3300 | 18.118 | - | 1428.6 | +7.2779 | 50.407 | +1.1380 | 88.592 | +0.0617 | 4.2794 |
| 2027 | 95.029 | -0.0026 | 1.5334 | +2.1605 | 8.2938 | -0.0099 | 1.3597 | +0.0504 | 1.3344 | -0.0734 | 6.9696 | -0.0110 | 1.3416 | -0.0213 | 1.1660 | -44.140 | 98.590 | +0.8330 | 20.153 | -0.0066 | 1.6850 | - | 101.01 | +0.6630 | 18.781 | - | 1428.6 | +17.102 | 67.509 | +11.192 | 99.784 | +0.6059 | 4.8853 |
| 2028 | 93.622 | -6.4000 | 1.5270 | -1.3676 | 6.9262 | -1.8900 | 1.3408 | +4.7800 | 1.3822 | -7.9600 | 6.8900 | -5.9600 | 1.2820 | -0.1406 | 1.0254 | -243.65 | -145.06 | +0.7930 | 20.946 | -7.3000 | 1.6777 | - | 101.01 | +0.7010 | 19.482 | - | 1428.6 | +16.930 | 84.439 | +44.242 | 144.03 | - | - |
| SPOT |
|---|
| AUG25 |
| SEP25 |
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |