FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-02-28 23:00:02 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 | - | 1.5394 | - | 4.9663 | - | 1.3578 | - | 1.1380 | - | 7.1971 | - | 1.2660 | - | 1.0837 | - | 150.63 | - | 17.093 | - | 1.6396 | - | 91.555 | - | 19.254 | - | 1334.2 | - | 31.208 | - | 82.859 | - | 4.7670 |
| FEB24 | 103.97 | +0.0010 | 1.5404 | -0.0467 | 4.9196 | - | 1.3578 | -0.0016 | 1.1364 | -0.0847 | 7.1124 | +0.0003 | 1.2663 | -0.0002 | 1.0835 | -1.3800 | 149.25 | -0.0310 | 17.062 | -0.0008 | 1.6388 | -0.1760 | 91.379 | -0.1710 | 19.083 | +94.400 | 1428.6 | -0.5065 | 30.701 | -0.0260 | 82.833 | - | 4.7670 |
| MAR24 | 103.58 | -0.0002 | 1.5402 | +0.0767 | 4.9963 | -0.0022 | 1.3556 | +0.0150 | 1.1514 | +0.0012 | 7.1136 | +0.0003 | 1.2666 | +0.0019 | 1.0854 | - | 149.25 | +0.1130 | 17.175 | +0.0103 | 1.6491 | +4.9590 | 96.338 | +0.0370 | 19.120 | +43.200 | 1471.8 | +1.1460 | 31.847 | +0.1830 | 83.016 | -0.0098 | 4.7572 |
| APR24 | 103.55 | -0.0027 | 1.5375 | -0.0063 | 4.9900 | +0.0003 | 1.3559 | - | 1.1514 | -0.0012 | 7.1124 | -0.0003 | 1.2663 | +0.0001 | 1.0855 | - | 149.25 | +0.0070 | 17.182 | -0.0042 | 1.6449 | -0.1280 | 96.210 | +0.0370 | 19.157 | -43.200 | 1428.6 | +1.1091 | 32.956 | -0.0010 | 83.015 | -0.0001 | 4.7571 |
| MAY24 | 103.54 | -0.0028 | 1.5347 | -0.0064 | 4.9836 | +0.0004 | 1.3563 | - | 1.1514 | -0.0013 | 7.1111 | -0.0003 | 1.2660 | +0.0001 | 1.0856 | - | 149.25 | +0.0070 | 17.189 | -0.0016 | 1.6433 | -0.0490 | 96.161 | +0.0090 | 19.166 | -44.700 | 1383.9 | +2.2551 | 35.211 | -0.0010 | 83.014 | -0.0097 | 4.7474 |
| JUN24 | 103.53 | -0.0043 | 1.5304 | +0.0177 | 5.0013 | -0.0004 | 1.3559 | - | 1.1514 | -0.0038 | 7.1073 | -0.0004 | 1.2656 | +0.0015 | 1.0871 | -0.5400 | 148.71 | +0.0830 | 17.272 | -0.0002 | 1.6431 | -0.0070 | 96.154 | +0.0560 | 19.222 | -90.700 | 1293.2 | - | 35.211 | +0.1180 | 83.132 | -0.0098 | 4.7376 |
| JUL24 | 103.53 | +0.0017 | 1.5321 | +0.0049 | 5.0062 | -0.0018 | 1.3541 | - | 1.1514 | -0.0062 | 7.1011 | +0.0003 | 1.2659 | +0.0018 | 1.0889 | -1.0800 | 147.63 | +0.0810 | 17.353 | -0.0002 | 1.6429 | -0.0070 | 96.147 | +0.0460 | 19.268 | -43.200 | 1250.0 | -0.0001 | 35.211 | +0.1440 | 83.276 | -0.0088 | 4.7288 |
| AUG24 | 103.52 | - | 1.5342 | - | 5.0038 | - | 1.3503 | - | 1.1514 | - | 7.0922 | - | 1.2663 | - | 1.1036 | - | 147.06 | - | 17.429 | - | 1.6413 | - | 96.097 | - | 19.314 | - | 1250.0 | - | 35.211 | - | 83.385 | - | 4.7205 |
| 2Q24 | 103.54 | - | 1.5342 | -0.0122 | 4.9916 | +0.0058 | 1.3561 | - | 1.1514 | +0.0181 | 7.1103 | -0.0003 | 1.2660 | -0.0048 | 1.0861 | +2.0100 | 149.07 | -0.2150 | 17.214 | +0.0025 | 1.6438 | +0.0780 | 96.175 | -0.1320 | 19.182 | +118.60 | 1368.6 | -0.7515 | 34.460 | -0.3310 | 83.054 | +0.0269 | 4.7474 |
| 3Q24 | 103.51 | -0.0008 | 1.5334 | +0.0151 | 5.0067 | -0.0036 | 1.3525 | - | 1.1514 | -0.0185 | 7.0918 | +0.0002 | 1.2662 | +0.0040 | 1.0901 | -1.8200 | 147.25 | +0.2180 | 17.432 | -0.0034 | 1.6404 | -0.1040 | 96.071 | +0.1360 | 19.318 | -118.60 | 1250.0 | +0.7514 | 35.211 | +0.3230 | 83.377 | -0.0265 | 4.7209 |
| 4Q24 | 103.05 | -0.0028 | 1.5306 | +0.0172 | 5.0239 | +0.0004 | 1.3529 | +0.0112 | 1.1626 | -0.0312 | 7.0606 | +0.0007 | 1.2669 | +0.0024 | 1.0925 | -0.4000 | 146.85 | +0.2460 | 17.678 | -0.0158 | 1.6246 | +3.0750 | 99.146 | +0.1530 | 19.471 | - | 1250.0 | +3.4196 | 38.631 | -0.2510 | 83.126 | -0.0067 | 4.7142 |
| 1Q25 | 103.28 | -0.0118 | 1.5188 | -0.0122 | 5.0117 | -0.0016 | 1.3513 | +0.0109 | 1.1735 | -0.0348 | 7.0258 | +0.0027 | 1.2696 | +0.0028 | 1.0953 | -1.9200 | 144.93 | +0.2410 | 17.919 | -0.0007 | 1.6239 | +4.6710 | 103.82 | +0.1750 | 19.646 | - | 1250.0 | +3.5593 | 42.190 | -4.9370 | 78.189 | +0.0056 | 4.7198 |
| 2Q25 | 102.24 | - | 1.5323 | - | 4.9727 | - | 1.3466 | - | 1.1842 | - | 7.0033 | - | 1.2665 | - | 1.1036 | - | 144.95 | - | 18.053 | - | 1.6255 | - | 112.90 | - | 19.761 | - | 1250.0 | - | 45.593 | - | 62.382 | - | 4.7348 |
| 2024 | 103.44 | +0.0018 | 1.5341 | +0.0257 | 4.9984 | +0.0077 | 1.3543 | -0.0311 | 1.1531 | +0.0889 | 7.0922 | -0.0001 | 1.2664 | -0.0150 | 1.0886 | +3.0500 | 148.00 | -0.6700 | 17.383 | +0.0122 | 1.6377 | -16.361 | 96.536 | -0.4780 | 19.283 | +68.700 | 1318.7 | -10.370 | 35.223 | +20.756 | 83.138 | -0.0010 | 4.7338 |
| 2025 | 102.27 | +0.0231 | 1.5572 | -0.0464 | 4.9520 | -0.0184 | 1.3359 | +0.0365 | 1.1896 | -0.0995 | 6.9927 | -0.0096 | 1.2568 | +0.0406 | 1.1292 | -3.0000 | 145.00 | +0.8640 | 18.247 | -0.0119 | 1.6258 | +11.821 | 108.36 | +0.6100 | 19.893 | -68.700 | 1250.0 | +11.877 | 47.100 | -48.169 | 34.969 | +0.0240 | 4.7578 |
| 2026 | 100.90 | -0.0527 | 1.5045 | +0.3937 | 5.3457 | -0.0205 | 1.3154 | +0.0448 | 1.2344 | -0.0244 | 6.9683 | -0.1670 | 1.0898 | +0.4432 | 1.5724 | +0.8900 | 145.89 | +1.0010 | 19.248 | +0.0093 | 1.6351 | - | 109.29 | +0.8930 | 20.786 | - | 1250.0 | +13.506 | 60.606 | -386.64 | -351.67 | -0.1211 | 4.6367 |
| 2027 | 99.955 | -6.6000 | 1.4979 | +0.1415 | 5.4872 | -1.8700 | 1.2967 | +0.0307 | 1.2651 | +0.1108 | 7.0791 | -0.3930 | 0.6968 | +1.0431 | 2.6155 | +2.1000 | 147.99 | +0.7330 | 19.981 | +5.9000 | 1.6410 | - | 132.69 | +0.6250 | 21.411 | - | 1250.0 | +9.1405 | 69.746 | -789.79 | -1141.5 | - | - |
| SPOT |
|---|
| FEB24 |
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |