FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-12-08 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 | - | 1.5103 | - | 5.4318 | - | 1.3852 | - | 1.2396 | - | 7.0705 | - | 1.3317 | - | 1.1635 | - | 155.90 | - | 18.243 | - | 1.7328 | - | 76.541 | - | 17.028 | - | 1469.4 | - | 42.556 | - | 90.090 | - | 4.1100 |
| DEC25 | 99.075 | -0.0009 | 1.5094 | -0.0065 | 5.4253 | -0.0002 | 1.3850 | +0.0009 | 1.2405 | +0.0016 | 7.0721 | +0.0004 | 1.3321 | +0.0007 | 1.1642 | +0.3500 | 156.25 | -0.0610 | 18.182 | -0.0018 | 1.7310 | - | 101.01 | -0.0790 | 16.949 | -40.800 | 1428.6 | +0.1791 | 42.735 | +0.2200 | 90.310 | - | 4.1100 |
| JAN26 | 98.774 | - | 1.5094 | +0.0631 | 5.4884 | -0.0030 | 1.3820 | +0.0127 | 1.2532 | -0.0199 | 7.0522 | +0.0005 | 1.3326 | +0.0022 | 1.1664 | - | 156.25 | +0.0660 | 18.248 | -0.0060 | 1.7250 | - | 101.01 | +0.0580 | 17.007 | - | 1428.6 | +1.0804 | 43.815 | +0.2530 | 90.563 | -0.0047 | 4.1053 |
| FEB26 | 98.775 | - | 1.5094 | +0.0001 | 5.4885 | +0.0002 | 1.3822 | -0.0001 | 1.2531 | +0.0020 | 7.0542 | -0.0001 | 1.3325 | - | 1.1664 | -0.6000 | 155.65 | +0.0020 | 18.250 | - | 1.7250 | - | 101.01 | +0.0290 | 17.036 | - | 1428.6 | +0.9758 | 44.791 | -0.0100 | 90.553 | +0.0001 | 4.1054 |
| MAR26 | 98.775 | - | 1.5094 | - | 5.4885 | -0.0017 | 1.3805 | - | 1.2531 | -0.0129 | 7.0413 | - | 1.3325 | +0.0016 | 1.1680 | -1.1400 | 154.51 | +0.0630 | 18.313 | - | 1.7250 | - | 101.01 | -0.0010 | 17.035 | - | 1428.6 | +1.0804 | 45.872 | +0.1920 | 90.745 | -0.0033 | 4.1021 |
| APR26 | 98.775 | - | 1.5094 | +0.0352 | 5.5237 | -0.0015 | 1.3790 | - | 1.2531 | -0.0128 | 7.0285 | -0.0002 | 1.3323 | +0.0016 | 1.1696 | -0.6600 | 153.85 | +0.0620 | 18.375 | - | 1.7250 | - | 101.01 | +0.0370 | 17.072 | - | 1428.6 | -0.0002 | 45.871 | +0.2050 | 90.950 | -0.0029 | 4.0992 |
| MAY26 | 98.776 | +0.0003 | 1.5097 | +0.0371 | 5.5608 | -0.0020 | 1.3770 | -0.0001 | 1.2530 | -0.0121 | 7.0164 | - | 1.3323 | +0.0016 | 1.1712 | - | 153.85 | +0.0490 | 18.424 | +0.0001 | 1.7251 | - | 101.01 | +0.0440 | 17.116 | - | 1428.6 | -0.0016 | 45.870 | +0.2100 | 91.160 | -0.0031 | 4.0961 |
| JUN26 | 98.778 | - | 1.5096 | - | 5.5995 | - | 1.3774 | - | 1.2528 | - | 7.0039 | - | 1.3322 | - | 1.1712 | - | 153.85 | - | 18.485 | - | 1.7253 | - | 101.01 | - | 17.153 | - | 1428.6 | - | 45.866 | - | 91.372 | - | 4.0930 |
| 1Q26 | 98.775 | -0.0002 | 1.5094 | -0.1110 | 5.4885 | +0.0042 | 1.3816 | +0.0003 | 1.2531 | +0.0453 | 7.0492 | +0.0003 | 1.3325 | -0.0043 | 1.1669 | +1.6200 | 155.47 | -0.2150 | 18.270 | -0.0003 | 1.7250 | - | 101.01 | -0.1270 | 17.026 | - | 1428.6 | -1.0396 | 44.826 | -0.7510 | 90.621 | +0.0113 | 4.1043 |
| 2Q26 | 98.777 | +0.0001 | 1.5095 | +0.0728 | 5.5613 | -0.0038 | 1.3778 | -0.0001 | 1.2530 | -0.0329 | 7.0163 | -0.0002 | 1.3323 | +0.0038 | 1.1707 | -1.6200 | 153.85 | +0.1580 | 18.428 | +0.0001 | 1.7251 | - | 101.01 | +0.0880 | 17.114 | - | 1428.6 | +1.0429 | 45.869 | +0.5400 | 91.161 | -0.0082 | 4.0961 |
| 3Q26 | 98.491 | +0.0007 | 1.5102 | +0.1039 | 5.6652 | -0.0038 | 1.3740 | +0.0117 | 1.2647 | -0.0347 | 6.9816 | -0.0002 | 1.3321 | +0.0037 | 1.1744 | -0.2300 | 153.62 | +0.1910 | 18.619 | -0.0050 | 1.7201 | - | 101.01 | +0.1180 | 17.232 | - | 1428.6 | +3.1678 | 49.037 | +0.3710 | 91.532 | -0.0051 | 4.0910 |
| 4Q26 | 98.552 | +0.0018 | 1.5120 | +0.0757 | 5.7409 | -0.0042 | 1.3698 | +0.0114 | 1.2761 | -0.0307 | 6.9509 | -0.0004 | 1.3317 | +0.0044 | 1.1788 | -1.8500 | 151.77 | +0.1930 | 18.812 | -0.0041 | 1.7160 | - | 101.01 | +0.1290 | 17.361 | - | 1428.6 | +3.3732 | 52.410 | -0.4410 | 91.091 | +0.0030 | 4.0940 |
| 1Q27 | 98.092 | - | 1.5131 | - | 5.9949 | - | 1.3713 | - | 1.2874 | - | 6.9353 | - | 1.3312 | - | 1.1783 | - | 154.34 | - | 18.940 | - | 1.7135 | - | 101.01 | - | 17.454 | - | 1428.6 | - | 56.215 | - | 89.711 | - | 4.1034 |
| 2025 | 99.075 | -0.0037 | 1.5094 | -0.5696 | 5.4253 | +0.0137 | 1.3850 | -0.0469 | 1.2405 | +0.1368 | 7.0721 | +0.0009 | 1.3321 | -0.0141 | 1.1642 | +1.9100 | 156.25 | -0.7580 | 18.182 | +0.0175 | 1.7310 | - | 101.01 | -0.5050 | 16.949 | - | 1428.6 | -13.480 | 42.735 | +0.5990 | 90.310 | +0.0066 | 4.1100 |
| 2026 | 98.649 | +0.0009 | 1.5103 | +0.1887 | 5.6140 | -0.0092 | 1.3758 | +0.0212 | 1.2617 | -0.0726 | 6.9995 | - | 1.3321 | +0.0085 | 1.1727 | -2.5700 | 153.68 | +0.3500 | 18.532 | -0.0094 | 1.7216 | - | 101.01 | +0.2340 | 17.183 | - | 1428.6 | +5.3005 | 48.036 | +0.7910 | 91.101 | -0.0136 | 4.0964 |
| 2027 | 97.552 | +0.0090 | 1.5193 | +1.0332 | 6.6472 | -0.0035 | 1.3723 | +0.0432 | 1.3049 | -0.0956 | 6.9039 | -0.0047 | 1.3274 | +0.0018 | 1.1745 | +23.080 | 176.76 | +0.7950 | 19.327 | -0.0043 | 1.7173 | - | 101.01 | +0.4810 | 17.664 | - | 1428.6 | +14.763 | 62.799 | -8.0090 | 83.092 | +0.0519 | 4.1483 |
| 2028 | 96.537 | +0.0122 | 1.5315 | +2.3000 | 6.6495 | -0.0239 | 1.3484 | +0.0481 | 1.3530 | -8.4800 | 6.8191 | -0.0346 | 1.2928 | -3.4600 | 1.1399 | +201.23 | 377.99 | +0.9740 | 20.301 | -4.1000 | 1.7132 | - | 101.01 | +0.5550 | 18.219 | - | 1428.6 | +18.779 | 81.577 | -46.692 | 36.400 | - | - |
| SPOT |
|---|
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |