FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-08-17 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 | - | 1.4051 | - | 5.2132 | - | 1.3858 | - | 1.2333 | - | 6.7385 | - | 1.3558 | - | 1.1594 | - | 158.96 | - | 17.001 | - | 1.6898 | - | 84.490 | - | 16.133 | - | 1413.2 | - | 47.896 | - | 95.590 | - | 4.0685 |
| AUG26 | 99.442 | +0.0028 | 1.4069 | -0.0204 | 5.1928 | +0.0017 | 1.3875 | -0.0004 | 1.2331 | +0.0451 | 6.7836 | -0.0024 | 1.3534 | - | 1.1606 | -0.2300 | 158.73 | +0.0350 | 17.036 | -0.0001 | 1.6900 | - | 101.01 | +0.0740 | 16.207 | +15.400 | 1428.6 | -0.0540 | 47.842 | +0.0670 | 95.657 | - | 4.0685 |
| SEP26 | 99.063 | -0.0014 | 1.4057 | +0.0894 | 5.2822 | -0.0028 | 1.3847 | +0.0157 | 1.2488 | -0.0370 | 6.7466 | +0.0022 | 1.3556 | - | 1.1618 | - | 158.73 | +0.0290 | 17.065 | -0.0050 | 1.6837 | - | - | +0.0270 | 16.234 | - | 1428.6 | +1.1778 | 49.020 | +0.2290 | 95.886 | -0.0039 | 4.0670 |
| OCT26 | 99.095 | +0.0009 | 1.4065 | -0.0024 | 5.2798 | +0.0004 | 1.3851 | -0.0001 | 1.2487 | +0.0010 | 6.7476 | -0.0006 | 1.3548 | - | 1.1635 | - | 158.73 | +0.0070 | 17.072 | +0.0011 | 1.6850 | - | - | +0.0530 | 16.287 | - | 1428.6 | +1.2171 | 50.237 | +0.0150 | 95.901 | - | 4.0670 |
| NOV26 | 99.108 | +0.0023 | 1.4088 | -0.0023 | 5.2775 | -0.0017 | 1.3834 | -0.0001 | 1.2486 | +0.0010 | 6.7486 | -0.0002 | 1.3543 | - | 1.1640 | - | 158.73 | +0.0440 | 17.116 | +0.0003 | 1.6854 | - | - | -0.0070 | 16.280 | - | 1428.6 | +2.3888 | 52.626 | +0.2670 | 96.168 | -0.0038 | 4.0630 |
| DEC26 | 99.110 | +0.0023 | 1.4111 | +0.0358 | 5.3133 | -0.0017 | 1.3817 | - | 1.2486 | -0.0145 | 6.7341 | -0.0005 | 1.3540 | - | 1.1632 | - | 158.73 | +0.0440 | 17.160 | +0.0001 | 1.6855 | - | 101.01 | +0.0330 | 16.313 | - | 1428.6 | +0.0061 | 52.632 | +0.2530 | 96.421 | -0.0039 | 4.0592 |
| JAN27 | 99.112 | +0.0006 | 1.4117 | +0.0337 | 5.3470 | -0.0021 | 1.3797 | - | 1.2486 | -0.0148 | 6.7193 | -0.0001 | 1.3542 | - | 1.1645 | - | 158.73 | +0.0440 | 17.204 | +0.0001 | 1.6856 | - | 101.01 | +0.0340 | 16.347 | - | 1428.6 | +0.0069 | 52.639 | +0.2540 | 96.675 | -0.0043 | 4.0525 |
| FEB27 | 99.125 | - | 1.4142 | - | 5.3801 | - | 1.3780 | - | 1.2485 | - | 6.7031 | - | 1.3535 | - | 1.1680 | - | 158.11 | - | 17.250 | - | 1.6860 | - | 101.01 | - | 16.388 | - | 1428.6 | - | 52.678 | - | 96.922 | - | 4.0484 |
| 4Q26 | 99.104 | -0.0055 | 1.4088 | -0.0899 | 5.2902 | +0.0054 | 1.3834 | +0.0001 | 1.2486 | +0.0404 | 6.7435 | +0.0012 | 1.3543 | - | 1.1673 | +0.6200 | 158.73 | -0.1340 | 17.116 | -0.0006 | 1.6853 | - | - | -0.0950 | 16.293 | - | 1428.6 | -0.8469 | 51.831 | -0.7590 | 96.163 | +0.0127 | 4.0631 |
| 1Q27 | 99.133 | +0.0054 | 1.4141 | +0.0887 | 5.3789 | -0.0054 | 1.3780 | -0.0001 | 1.2485 | -0.0396 | 6.7039 | -0.0012 | 1.3535 | - | 1.1685 | -0.8000 | 157.93 | +0.1330 | 17.249 | +0.0008 | 1.6863 | - | 101.01 | +0.0940 | 16.387 | - | 1428.6 | +0.8726 | 52.704 | +0.7520 | 96.915 | -0.0125 | 4.0485 |
| 2Q27 | 99.051 | -0.0018 | 1.4123 | +0.1022 | 5.4811 | - | 1.3780 | +0.0109 | 1.2594 | -0.0450 | 6.6589 | -0.0005 | 1.3530 | - | 1.1737 | +21.560 | 179.49 | +0.1320 | 17.381 | +0.0022 | 1.6885 | - | 101.01 | +0.1220 | 16.509 | - | 1428.6 | +4.1476 | 56.851 | +0.4340 | 97.349 | +0.0038 | 4.0523 |
| 3Q27 | 98.866 | -0.0249 | 1.3874 | +0.4191 | 5.9002 | +0.0096 | 1.3876 | +0.0127 | 1.2721 | -0.0476 | 6.6113 | +0.0005 | 1.3535 | - | 1.1711 | +140.48 | 319.97 | +0.1250 | 17.506 | -0.0018 | 1.6867 | - | 101.01 | +0.1230 | 16.632 | - | 1428.6 | +4.5806 | 61.432 | +1.2420 | 98.591 | +0.0503 | 4.1026 |
| 4Q27 | 98.532 | - | 1.3210 | - | 7.2357 | - | 1.4132 | - | 1.2848 | - | 6.5833 | - | 1.3550 | - | 1.1723 | - | 694.58 | - | 17.814 | - | 1.6847 | - | 101.01 | - | 16.910 | - | 1428.6 | - | 66.779 | - | 101.90 | - | 4.2365 |
| 2026 | 99.163 | +0.0868 | 1.4078 | -1.9666 | 5.2691 | -0.0287 | 1.3845 | -0.0392 | 1.2456 | +0.1688 | 6.7521 | -0.0005 | 1.3545 | - | 1.1735 | -535.85 | 158.73 | -0.7240 | 17.090 | +0.0012 | 1.6859 | - | - | -0.6460 | 16.264 | - | 1428.6 | -16.308 | 50.471 | -5.8960 | 96.007 | -0.1729 | 4.0654 |
| 2027 | 98.896 | -0.0241 | 1.3837 | +0.7299 | 5.9990 | +0.0047 | 1.3892 | +0.0206 | 1.2662 | -0.1127 | 6.6394 | -0.0007 | 1.3538 | - | 1.1749 | +179.26 | 337.99 | +0.3970 | 17.487 | +0.0006 | 1.6865 | - | 101.01 | +0.3460 | 16.610 | - | 1428.6 | +8.9704 | 59.441 | +2.6830 | 98.690 | +0.0464 | 4.1100 |
| 2028 | 98.030 | -0.0837 | 1.3000 | +2.4224 | 8.4214 | +0.0151 | 1.4043 | +0.0563 | 1.3225 | -0.1583 | 6.4811 | +0.0134 | 1.3672 | - | 1.1761 | +3479.7 | 3817.7 | +0.7750 | 18.262 | -0.0037 | 1.6828 | - | 101.01 | +0.8080 | 17.418 | - | 1428.6 | +25.724 | 85.165 | +30.823 | 129.51 | +0.4694 | 4.5794 |
| 2029 | 97.227 | +0.1277 | 1.4277 | -1.8143 | 6.6071 | -7.5600 | 1.3287 | +5.7300 | 1.3798 | -0.1637 | 6.3174 | +5.3500 | 1.4207 | - | 1.1772 | +13708.7 | 17526.4 | +0.6920 | 18.954 | -6.2000 | 1.6766 | - | 101.01 | +0.5210 | 17.939 | - | 1428.6 | +26.534 | 111.70 | +121.19 | 250.70 | - | - |
| SPOT |
|---|
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| FEB27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |