FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-02-29 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 | - | 1.5368 | - | 4.9663 | - | 1.3579 | - | 1.1377 | - | 7.1945 | - | 1.2654 | - | 1.0844 | - | 149.74 | - | 17.084 | - | 1.6407 | - | 91.142 | - | 19.200 | - | 1332.8 | - | 31.222 | - | 82.928 | - | 4.7573 |
| FEB24 | 103.96 | -0.0026 | 1.5342 | -0.0138 | 4.9525 | -0.0001 | 1.3578 | -0.0019 | 1.1358 | -0.0872 | 7.1073 | -0.0003 | 1.2651 | - | 1.0858 | -0.4900 | 149.25 | -0.0230 | 17.061 | -0.0003 | 1.6404 | -0.5890 | 90.553 | +0.1040 | 19.304 | +95.800 | 1428.6 | -0.5206 | 30.701 | -0.0110 | 82.917 | - | 4.7573 |
| MAR24 | 103.41 | -0.0019 | 1.5323 | +0.0228 | 4.9753 | -0.0017 | 1.3561 | +0.0156 | 1.1514 | - | 7.1073 | +0.0014 | 1.2665 | - | 1.0881 | - | 149.25 | +0.1880 | 17.249 | -0.0019 | 1.6385 | +4.8660 | 95.419 | +0.0380 | 19.342 | +43.200 | 1471.8 | +1.1460 | 31.847 | +0.0880 | 83.005 | -0.0099 | 4.7474 |
| APR24 | 103.43 | - | 1.5323 | +0.0023 | 4.9776 | +0.0002 | 1.3563 | -0.0002 | 1.1512 | - | 7.1073 | - | 1.2665 | - | 1.0884 | - | 149.25 | -0.0080 | 17.241 | +0.0006 | 1.6391 | -0.1260 | 95.293 | +0.0380 | 19.380 | -43.200 | 1428.6 | +1.1091 | 32.956 | +0.0100 | 83.015 | - | 4.7474 |
| MAY24 | 103.44 | +0.0001 | 1.5324 | +0.0024 | 4.9800 | +0.0002 | 1.3565 | - | 1.1512 | - | 7.1073 | - | 1.2665 | - | 1.0897 | - | 149.25 | -0.0080 | 17.233 | +0.0002 | 1.6393 | -0.0480 | 95.245 | +0.0090 | 19.389 | -44.700 | 1383.9 | +2.2537 | 35.210 | +0.0100 | 83.025 | -0.0094 | 4.7380 |
| JUN24 | 103.44 | -0.0010 | 1.5314 | +0.0183 | 4.9983 | -0.0004 | 1.3561 | - | 1.1512 | -0.0025 | 7.1048 | +0.0006 | 1.2671 | - | 1.0927 | -0.5400 | 148.71 | +0.0760 | 17.309 | - | 1.6393 | -0.0070 | 95.238 | +0.0570 | 19.446 | -90.700 | 1293.2 | +0.0014 | 35.211 | +0.0820 | 83.107 | -0.0095 | 4.7285 |
| JUL24 | 103.44 | +0.0001 | 1.5315 | +0.0160 | 5.0143 | -0.0006 | 1.3555 | - | 1.1512 | -0.0062 | 7.0986 | - | 1.2671 | - | 1.0973 | -1.0800 | 147.63 | +0.0820 | 17.391 | +0.0001 | 1.6394 | -0.0070 | 95.231 | +0.0470 | 19.493 | -43.200 | 1250.0 | +0.0013 | 35.213 | +0.0990 | 83.206 | -0.0091 | 4.7194 |
| AUG24 | 103.45 | - | 1.5342 | - | 5.0289 | - | 1.3554 | - | 1.1512 | - | 7.0909 | - | 1.2663 | - | 1.1023 | - | 147.05 | - | 17.483 | - | 1.6396 | - | 95.182 | - | 19.541 | - | 1250.0 | - | 35.223 | - | 83.316 | - | 4.7108 |
| 2Q24 | 103.44 | -0.0022 | 1.5320 | -0.0436 | 4.9853 | +0.0009 | 1.3563 | - | 1.1512 | +0.0156 | 7.1065 | +0.0004 | 1.2667 | - | 1.1067 | +2.0200 | 149.07 | -0.2220 | 17.261 | -0.0004 | 1.6392 | +0.0770 | 95.259 | -0.1360 | 19.405 | +118.60 | 1368.6 | -0.7634 | 34.459 | -0.2670 | 83.049 | +0.0271 | 4.7379 |
| 3Q24 | 103.46 | +0.0002 | 1.5322 | +0.0441 | 5.0294 | -0.0010 | 1.3553 | -0.0001 | 1.1511 | -0.0160 | 7.0905 | +0.0001 | 1.2668 | - | 1.1111 | -1.9800 | 147.09 | +0.2190 | 17.480 | +0.0005 | 1.6397 | -0.1030 | 95.156 | +0.1420 | 19.547 | -118.60 | 1250.0 | +0.7686 | 35.228 | +0.2670 | 83.316 | -0.0266 | 4.7113 |
| 4Q24 | 103.18 | -0.0029 | 1.5293 | +0.0301 | 5.0595 | -0.0012 | 1.3541 | +0.0111 | 1.1622 | -0.0299 | 7.0606 | -0.0002 | 1.2666 | - | 1.1155 | -1.8500 | 145.24 | +0.2510 | 17.731 | +0.0022 | 1.6419 | +3.0160 | 98.172 | +0.1640 | 19.711 | - | 1250.0 | +3.5392 | 38.767 | +0.2650 | 83.581 | -0.0047 | 4.7066 |
| 1Q25 | 103.13 | -0.0001 | 1.5292 | -0.0124 | 5.0471 | -0.0015 | 1.3526 | +0.0112 | 1.1734 | -0.0348 | 7.0258 | +0.0004 | 1.2670 | - | 1.1199 | -0.5400 | 144.70 | +0.2330 | 17.964 | +0.0015 | 1.6434 | +4.7180 | 102.89 | +0.1700 | 19.881 | - | 1250.0 | +3.6020 | 42.369 | +0.5250 | 84.106 | +0.0178 | 4.7244 |
| 2Q25 | 102.39 | - | 1.5254 | - | 5.0076 | - | 1.3524 | - | 1.1842 | - | 7.0033 | - | 1.2669 | - | 1.1240 | - | 142.33 | - | 18.116 | - | 1.6445 | - | 112.78 | - | 19.998 | - | 1250.0 | - | 45.802 | - | 85.790 | - | 4.7718 |
| 2024 | 103.42 | +0.0062 | 1.5316 | +0.0061 | 5.0137 | +0.0031 | 1.3555 | -0.0314 | 1.1528 | +0.0865 | 7.0898 | -0.0004 | 1.2665 | - | 1.1281 | +5.1900 | 147.52 | -0.6860 | 17.430 | -0.0044 | 1.6401 | -17.167 | 95.612 | -0.4860 | 19.512 | +68.700 | 1318.7 | -10.537 | 35.265 | -2.5390 | 83.251 | -0.0471 | 4.7247 |
| 2025 | 102.35 | -0.0139 | 1.5177 | -0.0270 | 4.9867 | -0.0041 | 1.3514 | +0.0368 | 1.1896 | -0.0971 | 6.9927 | +0.0001 | 1.2666 | - | 1.1323 | -12.520 | 135.00 | +0.8430 | 18.273 | +0.0047 | 1.6448 | +12.222 | 107.83 | +0.6210 | 20.133 | -68.700 | 1250.0 | +12.060 | 47.324 | +5.4570 | 88.708 | +0.1201 | 4.8448 |
| 2026 | 101.05 | -0.0013 | 1.5164 | +0.3992 | 5.3859 | -0.0090 | 1.3424 | +0.0448 | 1.2344 | -0.0267 | 6.9660 | -0.0056 | 1.2610 | - | 1.1364 | -126.72 | 8.2800 | +0.8750 | 19.148 | +0.0067 | 1.6515 | - | 109.29 | +0.9150 | 21.048 | - | 1250.0 | +13.633 | 60.957 | +41.169 | 129.88 | -0.1382 | 4.7066 |
| 2027 | 100.11 | -6.8000 | 1.5096 | +0.1435 | 5.5294 | -5.3000 | 1.3371 | +0.0307 | 1.2651 | +0.1080 | 7.0740 | -1.3200 | 1.2478 | - | 1.1405 | -298.23 | -289.95 | +0.6320 | 19.780 | +4.3000 | 1.6558 | - | 132.69 | +0.6400 | 21.688 | - | 1250.0 | +9.2272 | 70.184 | +84.095 | 213.97 | - | - |
| SPOT |
|---|
| FEB24 |
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |