FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-11-18 23:00:06 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 | - | 1.5300 | - | 5.2964 | - | 1.4018 | - | 1.2598 | - | 7.0987 | - | 1.3168 | - | 1.1595 | - | 154.49 | - | 18.295 | - | 1.7609 | - | 80.725 | - | 17.073 | - | 1449.1 | - | 42.243 | - | 88.640 | - | 4.1300 |
| NOV25 | 99.284 | -0.0005 | 1.5295 | -0.0114 | 5.2850 | -0.0005 | 1.4013 | -0.0008 | 1.2590 | -0.0065 | 7.0922 | +0.0003 | 1.3171 | - | 1.1618 | -0.6400 | 153.85 | +0.0200 | 18.315 | -0.0007 | 1.7602 | - | 101.01 | -0.0080 | 17.065 | -20.500 | 1428.6 | -0.1370 | 42.106 | +0.2410 | 88.881 | - | 4.1300 |
| DEC25 | 98.838 | +0.0003 | 1.5298 | +0.0681 | 5.3531 | -0.0013 | 1.4000 | +0.0180 | 1.2770 | -0.0201 | 7.0721 | -0.0002 | 1.3169 | - | 1.1635 | - | 153.85 | +0.0670 | 18.382 | -0.0082 | 1.7520 | - | 101.01 | +0.0290 | 17.094 | - | 1428.6 | +1.1845 | 43.290 | +0.0080 | 88.889 | -0.0046 | 4.1254 |
| JAN26 | 98.839 | -0.0004 | 1.5294 | +0.0002 | 5.3533 | -0.0002 | 1.3998 | -0.0002 | 1.2768 | +0.0013 | 7.0734 | -0.0001 | 1.3168 | - | 1.1651 | - | 153.85 | - | 18.382 | -0.0001 | 1.7519 | - | 101.01 | +0.0290 | 17.123 | - | 1428.6 | +1.1846 | 44.475 | +0.0370 | 88.926 | - | 4.1254 |
| FEB26 | 98.839 | -0.0006 | 1.5288 | +0.0002 | 5.3535 | -0.0020 | 1.3978 | -0.0001 | 1.2767 | -0.0153 | 7.0581 | -0.0003 | 1.3165 | - | 1.1675 | - | 153.85 | +0.0610 | 18.443 | - | 1.7519 | - | 101.01 | +0.0080 | 17.131 | - | 1428.6 | +2.2539 | 46.729 | +0.1210 | 89.047 | -0.0043 | 4.1211 |
| MAR26 | 98.839 | -0.0002 | 1.5286 | +0.0308 | 5.3843 | -0.0019 | 1.3959 | - | 1.2767 | -0.0106 | 7.0475 | - | 1.3165 | - | 1.1710 | - | 153.85 | +0.0490 | 18.492 | - | 1.7519 | - | 101.01 | +0.0420 | 17.173 | - | 1428.6 | +0.0005 | 46.729 | +0.1430 | 89.190 | -0.0033 | 4.1178 |
| APR26 | 98.839 | - | 1.5286 | +0.0354 | 5.4197 | -0.0020 | 1.3939 | - | 1.2767 | -0.0103 | 7.0372 | +0.0001 | 1.3166 | - | 1.1745 | +0.0400 | 153.89 | +0.0620 | 18.554 | - | 1.7519 | - | 101.01 | +0.0390 | 17.212 | - | 1428.6 | +0.0004 | 46.729 | +0.1710 | 89.361 | -0.0033 | 4.1145 |
| MAY26 | 98.839 | - | 1.5286 | - | 5.4568 | - | 1.3939 | - | 1.2766 | - | 7.0263 | - | 1.3166 | - | 1.1794 | - | 153.84 | - | 18.622 | - | 1.7519 | - | 101.01 | - | 17.249 | - | 1428.6 | - | 46.732 | - | 89.536 | - | 4.1115 |
| 1Q26 | 98.839 | +0.0003 | 1.5289 | -0.0931 | 5.3637 | +0.0039 | 1.3978 | +0.0001 | 1.2767 | +0.0334 | 7.0597 | - | 1.3166 | - | 1.1830 | +0.0100 | 153.85 | -0.1830 | 18.439 | - | 1.7519 | - | 101.01 | -0.1060 | 17.143 | - | 1428.6 | -0.7551 | 45.977 | -0.4810 | 89.055 | +0.0100 | 4.1215 |
| 2Q26 | 98.840 | -0.0003 | 1.5286 | +0.0934 | 5.4571 | -0.0038 | 1.3940 | -0.0001 | 1.2766 | -0.0335 | 7.0262 | - | 1.3166 | - | 1.1865 | -0.1400 | 153.71 | +0.1810 | 18.620 | - | 1.7519 | - | 101.01 | +0.1090 | 17.252 | - | 1428.6 | +0.7567 | 46.734 | +0.4800 | 89.535 | -0.0100 | 4.1115 |
| 3Q26 | 98.512 | -0.0003 | 1.5283 | +0.0810 | 5.5381 | -0.0050 | 1.3890 | +0.0123 | 1.2889 | -0.0287 | 6.9975 | -0.0001 | 1.3165 | - | 1.1900 | -1.9300 | 151.78 | +0.1770 | 18.797 | -0.0062 | 1.7457 | - | 101.01 | +0.1190 | 17.371 | - | 1428.6 | +3.5443 | 50.278 | +0.3510 | 89.886 | -0.0003 | 4.1112 |
| 4Q26 | 98.539 | +0.0008 | 1.5291 | +0.0724 | 5.6105 | -0.0044 | 1.3846 | +0.0119 | 1.3008 | -0.0272 | 6.9703 | -0.0005 | 1.3160 | - | 1.1935 | -0.5200 | 151.26 | +0.1820 | 18.979 | -0.0052 | 1.7405 | - | 101.01 | +0.1220 | 17.493 | - | 1428.6 | +3.8071 | 54.085 | +1.0810 | 90.967 | +0.0155 | 4.1267 |
| 1Q27 | 97.687 | - | 1.5296 | - | 5.8374 | - | 1.3857 | - | 1.3122 | - | 6.9543 | - | 1.3156 | - | 1.1968 | - | 148.77 | - | 19.033 | - | 1.7369 | - | 101.01 | - | 17.289 | - | 1428.6 | - | 58.180 | - | 93.789 | - | 4.1671 |
| 2025 | 99.061 | - | 1.5296 | -0.5184 | 5.3190 | +0.0150 | 1.4007 | -0.0442 | 1.2680 | +0.1279 | 7.0822 | +0.0014 | 1.3170 | - | 1.2002 | +5.0800 | 153.85 | -0.6840 | 18.349 | +0.0192 | 1.7561 | - | 101.01 | -0.2100 | 17.079 | - | 1428.6 | -15.482 | 42.698 | -4.9040 | 88.885 | -0.0394 | 4.1277 |
| 2026 | 98.682 | -0.0009 | 1.5287 | +0.1734 | 5.4924 | -0.0094 | 1.3913 | +0.0177 | 1.2857 | -0.0688 | 7.0134 | -0.0006 | 1.3164 | - | 1.2036 | -1.2000 | 152.65 | +0.3600 | 18.709 | -0.0086 | 1.7475 | - | 101.01 | +0.2360 | 17.315 | - | 1428.6 | +6.5710 | 49.269 | +0.9760 | 89.861 | -0.0100 | 4.1177 |
| 2027 | 97.226 | +0.0040 | 1.5327 | +0.7667 | 6.2591 | -0.0088 | 1.3825 | +0.0458 | 1.3315 | -0.0952 | 6.9182 | -0.0036 | 1.3128 | - | 1.2068 | -25.620 | 127.03 | +0.7830 | 19.492 | -0.0118 | 1.7357 | - | 101.01 | +0.1200 | 17.435 | - | 1428.6 | +16.654 | 65.923 | +15.942 | 105.80 | +0.1729 | 4.2906 |
| 2028 | 95.993 | +6.3000 | 1.5390 | +0.2369 | 6.4960 | -0.0225 | 1.3600 | +4.9200 | 1.3807 | -8.8600 | 6.8296 | -0.0259 | 1.2869 | - | 1.2101 | -195.22 | -68.190 | +0.9510 | 20.443 | -0.0122 | 1.7235 | - | 101.01 | +0.6990 | 18.134 | - | 1428.6 | +19.486 | 85.409 | +79.716 | 185.52 | - | - |
| SPOT |
|---|
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |