FOREX - Calendar swap assessments

Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.

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last update: 2024-01-19 23:00:01 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 - 1.5186 - 4.9267 - 1.3489 - 1.1614 - 7.1897 - 1.2634 - 1.0890 - 147.17 - 17.184 - 1.6303 - 88.088 - 18.965 - 1339.5 - 30.095 - 83.035 - 4.6900
JAN24 103.39 -0.0005 1.5181 +0.0023 4.9290 -0.0005 1.3484 -0.0023 1.1591 -0.0577 7.1320 +0.0008 1.2642 - 1.0899 +1.8800 149.05 -0.3160 16.868 -0.0012 1.6291 -0.8000 87.288 -0.3040 18.661 +89.100 1428.6 -0.0386 30.057 -0.0410 82.994 - 4.6900
FEB24 102.41 -0.0011 1.5170 +0.0210 4.9500 - 1.3484 +0.0255 1.1846 -0.0209 7.1111 -0.0026 1.2616 - 1.0925 -4.6600 144.39 +0.1670 17.035 +0.0175 1.6466 +6.8290 94.117 +0.0660 18.727 +46.100 1474.7 +1.0139 31.071 +0.2080 83.202 -0.0100 4.6800
MAR24 102.59 -0.0016 1.5154 -0.0068 4.9432 -0.0002 1.3482 -0.0018 1.1828 +0.0013 7.1124 +0.0014 1.2630 - 1.0911 +0.5400 144.93 +0.0010 17.036 -0.0097 1.6369 +0.1300 94.247 +0.0700 18.797 -46.100 1428.6 +1.0837 32.154 -0.0870 83.115 +0.0007 4.6807
APR24 102.67 -0.0016 1.5138 -0.0067 4.9365 -0.0027 1.3455 -0.0009 1.1819 +0.0012 7.1136 +0.0013 1.2643 - 1.0940 +0.5100 145.44 +0.0010 17.037 -0.0048 1.6321 +0.0650 94.312 -0.0080 18.789 -44.700 1383.9 +3.1770 35.331 +0.0320 83.147 -0.0089 4.6718
MAY24 102.71 -0.0084 1.5054 -0.0102 4.9263 -0.0066 1.3389 -0.0004 1.1815 -0.0075 7.1061 +0.0042 1.2685 - 1.0966 -1.0300 144.41 +0.0860 17.123 -0.0019 1.6302 +0.0240 94.336 +0.0430 18.832 -87.800 1296.1 +0.0039 35.335 +0.0790 83.226 -0.0084 4.6634
JUN24 102.71 -0.0053 1.5001 -0.0057 4.9206 +0.0054 1.3443 - 1.1815 -0.0102 7.0959 +0.0024 1.2709 - 1.1008 -1.0500 143.36 +0.0900 17.213 -0.0002 1.6300 +0.0040 94.340 +0.0450 18.877 -46.100 1250.0 +0.0005 35.336 +0.1330 83.359 -0.0082 4.6552
JUL24 102.71 - 1.5142 - 4.9302 - 1.3463 - 1.1815 - 7.0835 - 1.2640 - 1.1053 - 142.86 - 17.301 - 1.6297 - 94.343 - 18.930 - 1250.0 - 35.336 - 83.477 - 4.6486
2Q24 102.70 -0.0078 1.5064 -0.0024 4.9278 -0.0034 1.3429 +0.0001 1.1816 +0.0217 7.1052 +0.0039 1.2679 - 1.1094 +1.5400 144.40 -0.1770 17.124 +0.0011 1.6308 -0.0140 94.329 -0.0970 18.833 +60.000 1310.0 -0.0021 35.334 -0.2330 83.244 +0.0149 4.6635
3Q24 102.77 +0.0015 1.5079 +0.0187 4.9465 +0.0018 1.3447 -0.0007 1.1809 -0.0339 7.0713 -0.0012 1.2667 - 1.1134 -1.5400 142.86 +0.2680 17.392 -0.0039 1.6269 +0.0520 94.381 +0.1550 18.988 -60.000 1250.0 +0.0081 35.342 +0.3240 83.568 -0.0189 4.6446
4Q24 102.65 -0.0081 1.4998 +0.0220 4.9685 -0.0025 1.3422 +0.0105 1.1914 -0.0327 7.0386 +0.0004 1.2671 - 1.1175 -0.2300 142.63 +0.2550 17.647 -0.0209 1.6060 +4.5640 98.945 +0.1810 19.169 - 1250.0 +3.2630 38.605 +0.1650 83.733 -0.0129 4.6317
1Q25 101.21 +0.0039 1.5037 +0.0328 5.0013 +0.0006 1.3428 +0.0184 1.2098 -0.0305 7.0081 -0.0001 1.2670 - 1.1215 -1.9900 140.64 +0.2500 17.897 -0.0002 1.6058 +4.7310 103.68 +0.1860 19.355 - 1250.0 +3.1742 41.779 +0.4980 84.231 -0.0446 4.5871
2Q25 99.492 - 1.4722 - 5.0887 - 1.3299 - 1.2199 - 6.9927 - 1.2796 - 1.1254 - 138.47 - 17.631 - 1.6083 - 111.75 - 19.354 - 1250.0 - 44.430 - 85.387 - 4.4834
2024 102.73 +0.0355 1.5077 -0.1428 4.9459 +0.0146 1.3445 -0.0375 1.1824 +0.0907 7.0834 -0.0134 1.2662 - 1.1294 +5.5300 144.00 -0.3450 17.286 +0.0170 1.6253 -16.868 94.885 -0.4250 18.929 +63.500 1313.5 -9.3364 35.094 -1.9750 83.412 +0.1724 4.6558
2025 98.983 -0.0779 1.4298 +0.2167 5.1626 -0.0328 1.3117 +0.0426 1.2250 -0.1025 6.9809 +0.0521 1.3183 - 1.1333 -12.220 131.78 +0.8290 18.115 -0.0163 1.6090 +12.830 107.72 +0.6860 19.615 -63.500 1250.0 +11.126 46.219 +3.5920 87.004 -0.3175 4.3383
2026 93.887 -0.0351 1.3947 +0.1946 5.3572 -0.0214 1.2903 +0.0395 1.2645 +0.0082 6.9891 +0.6709 1.9892 - 1.1372 -115.71 16.070 +0.9240 19.039 +0.0127 1.6217 - 109.29 +1.0310 20.646 - 1250.0 +11.210 57.430 +20.881 107.89 +0.0869 4.4252
2027 90.160 -0.0546 1.3401 +0.1577 5.5149 -0.0262 1.2641 +0.0259 1.2904 +7.0200 7.0593 +1.4493 3.4385 - 1.1411 -249.96 -233.89 +0.5730 19.612 +7.8000 1.6295 - 132.69 +0.6670 21.313 - 1250.0 +7.5232 64.953 +36.443 144.33 - -
 
SPOT
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