FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-03-09 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 | - | 1.4140 | - | 5.1651 | - | 1.3580 | - | 1.2867 | - | 6.9061 | - | 1.3432 | - | 1.1629 | - | 157.81 | - | 17.673 | - | 1.6858 | - | 78.247 | - | 16.320 | - | 1465.9 | - | 44.067 | - | 92.112 | - | 3.9600 |
| MAR26 | 98.735 | +0.0002 | 1.4140 | +0.0168 | 5.1819 | -0.0002 | 1.3578 | +0.0005 | 1.2872 | +0.0048 | 6.9109 | -0.0001 | 1.3431 | +0.0001 | 1.1630 | +0.9200 | 158.73 | +0.1520 | 17.825 | - | 1.6858 | - | 101.01 | +0.2360 | 16.556 | -37.300 | 1428.6 | +0.3777 | 44.444 | +0.2670 | 92.379 | - | 3.9600 |
| APR26 | 98.502 | -0.0014 | 1.4126 | +0.0433 | 5.2252 | -0.0021 | 1.3557 | +0.0123 | 1.2995 | -0.0048 | 6.9061 | +0.0021 | 1.3452 | +0.0014 | 1.1644 | -2.4800 | 156.25 | +0.0320 | 17.857 | -0.0065 | 1.6793 | - | 101.01 | +0.0280 | 16.584 | - | 1428.6 | +1.3514 | 45.796 | +0.4280 | 92.807 | -0.0035 | 3.9565 |
| MAY26 | 98.513 | +0.0024 | 1.4150 | +0.0104 | 5.2356 | +0.0001 | 1.3558 | +0.0001 | 1.2996 | -0.0024 | 6.9037 | -0.0022 | 1.3430 | -0.0011 | 1.1633 | +0.6400 | 156.89 | +0.0080 | 17.865 | +0.0005 | 1.6798 | - | 101.01 | +0.0550 | 16.639 | - | 1428.6 | +1.3965 | 47.192 | -0.0480 | 92.759 | +0.0002 | 3.9567 |
| JUN26 | 98.515 | +0.0025 | 1.4175 | +0.0101 | 5.2457 | -0.0017 | 1.3541 | - | 1.2996 | -0.0120 | 6.8917 | -0.0018 | 1.3412 | +0.0006 | 1.1639 | -0.6400 | 156.25 | +0.0490 | 17.914 | - | 1.6798 | - | 101.01 | -0.0060 | 16.633 | - | 1428.6 | +1.3514 | 48.544 | +0.2990 | 93.058 | -0.0030 | 3.9537 |
| JUL26 | 98.517 | +0.0009 | 1.4184 | +0.0492 | 5.2949 | -0.0015 | 1.3526 | - | 1.2996 | -0.0128 | 6.8789 | -0.0006 | 1.3406 | +0.0016 | 1.1655 | - | 156.25 | +0.0470 | 17.961 | +0.0001 | 1.6799 | - | 101.01 | +0.0400 | 16.673 | - | 1428.6 | -0.0031 | 48.541 | +0.2390 | 93.297 | -0.0028 | 3.9509 |
| AUG26 | 98.528 | +0.0036 | 1.4220 | +0.0471 | 5.3420 | -0.0016 | 1.3510 | +0.0001 | 1.2997 | -0.0119 | 6.8670 | -0.0024 | 1.3382 | -0.0011 | 1.1644 | - | 156.25 | +0.0490 | 18.010 | +0.0004 | 1.6803 | - | 101.01 | +0.0420 | 16.715 | - | 1428.6 | -0.0222 | 48.518 | +0.2330 | 93.530 | -0.0029 | 3.9480 |
| SEP26 | 98.558 | - | 1.4182 | - | 5.3819 | - | 1.3511 | - | 1.2998 | - | 6.8539 | - | 1.3402 | - | 1.1667 | - | 156.25 | - | 18.059 | - | 1.6815 | - | 101.01 | - | 16.751 | - | 1428.6 | - | 48.461 | - | 93.751 | - | 3.9454 |
| 2Q26 | 98.510 | -0.0032 | 1.4150 | -0.1464 | 5.2355 | +0.0041 | 1.3552 | -0.0002 | 1.2996 | +0.0466 | 6.9005 | +0.0029 | 1.3431 | -0.0028 | 1.1639 | +0.2100 | 156.46 | -0.1800 | 17.879 | -0.0019 | 1.6796 | - | 101.01 | -0.1330 | 16.618 | - | 1428.6 | -1.2834 | 47.177 | -0.8760 | 92.875 | +0.0102 | 3.9556 |
| 3Q26 | 98.534 | +0.0045 | 1.4195 | +0.1041 | 5.3396 | -0.0036 | 1.3516 | +0.0001 | 1.2997 | -0.0339 | 6.8666 | -0.0034 | 1.3397 | +0.0017 | 1.1656 | -0.2100 | 156.25 | +0.1310 | 18.010 | +0.0010 | 1.6806 | - | 101.01 | +0.0950 | 16.713 | - | 1428.6 | +1.3293 | 48.507 | +0.6510 | 93.526 | -0.0075 | 3.9481 |
| 4Q26 | 98.445 | -0.0006 | 1.4189 | +0.1051 | 5.4447 | -0.0038 | 1.3478 | +0.0125 | 1.3122 | -0.0371 | 6.8295 | -0.0019 | 1.3378 | +0.0017 | 1.1673 | -0.2300 | 156.02 | +0.1610 | 18.171 | -0.0003 | 1.6803 | - | 101.01 | +0.1220 | 16.835 | - | 1428.6 | +3.8507 | 52.357 | +0.3960 | 93.922 | -0.0006 | 3.9475 |
| 1Q27 | 98.253 | +0.0025 | 1.4214 | -0.0082 | 5.4365 | -0.0038 | 1.3440 | +0.0076 | 1.3198 | -0.0345 | 6.7950 | -0.0011 | 1.3367 | +0.0037 | 1.1710 | -1.9100 | 154.11 | +0.1550 | 18.326 | -0.0023 | 1.6780 | - | 101.01 | +0.1260 | 16.961 | - | 1428.6 | +3.8579 | 56.215 | -0.4490 | 93.473 | +0.0448 | 3.9923 |
| 2Q27 | 97.866 | - | 1.4315 | - | 5.3492 | - | 1.3445 | - | 1.3303 | - | 6.7750 | - | 1.3360 | - | 1.1707 | - | 156.80 | - | 18.449 | - | 1.6765 | - | 101.01 | - | 17.062 | - | 1428.6 | - | 60.306 | - | 92.036 | - | 4.1358 |
| 2026 | 98.520 | -0.0141 | 1.4174 | -0.0251 | 5.3241 | +0.0077 | 1.3522 | -0.0281 | 1.3022 | +0.0951 | 6.8701 | +0.0045 | 1.3405 | -0.0054 | 1.1653 | -0.3100 | 156.49 | -0.4490 | 18.000 | +0.0042 | 1.6807 | - | 101.01 | -0.3560 | 16.706 | - | 1428.6 | -11.450 | 48.857 | +1.2990 | 93.335 | -0.1844 | 3.9514 |
| 2027 | 97.796 | +0.0453 | 1.4627 | -0.1501 | 5.1740 | -0.0060 | 1.3462 | +0.0334 | 1.3356 | -0.1093 | 6.7608 | -0.0067 | 1.3338 | +0.0046 | 1.1699 | +8.6300 | 165.12 | +0.5580 | 18.558 | +0.0014 | 1.6821 | - | 101.01 | +0.3870 | 17.093 | - | 1428.6 | +13.733 | 62.590 | -3.7920 | 89.543 | +0.4333 | 4.3847 |
| 2028 | 96.863 | +0.0277 | 1.4904 | +1.0329 | 6.2069 | -0.0226 | 1.3236 | +0.0492 | 1.3848 | -0.0985 | 6.6623 | -0.0382 | 1.2956 | -0.0136 | 1.1563 | +144.68 | 309.80 | +0.7850 | 19.343 | +0.0028 | 1.6849 | - | 101.01 | +0.5810 | 17.674 | - | 1428.6 | +22.041 | 84.631 | -35.327 | 54.216 | +0.0921 | 4.4768 |
| 2029 | 96.119 | +3.7800 | 1.5282 | +0.3648 | 6.5717 | -1.0900 | 1.3127 | +3.5000 | 1.4198 | -6.6500 | 6.5958 | -9.7600 | 1.1980 | -3.4800 | 1.1215 | +369.06 | 678.86 | +0.5740 | 19.917 | +5.7000 | 1.6906 | - | 101.01 | +0.3920 | 18.066 | - | 1428.6 | +15.684 | 100.31 | -77.942 | -23.726 | - | - |
| SPOT |
|---|
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |