FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-07-02 23:00:07 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 | - | 1.4478 | - | 5.1690 | - | 1.4204 | - | 1.2361 | - | 6.7937 | - | 1.3267 | - | 1.1451 | - | 162.35 | - | 17.507 | - | 1.7599 | - | 77.751 | - | 16.367 | - | 1553.6 | - | 46.665 | - | 95.238 | - | 4.0920 |
| JUL26 | 101.15 | +0.0023 | 1.4501 | +0.0216 | 5.1906 | -0.0020 | 1.4184 | +0.0051 | 1.2412 | +0.0137 | 6.8074 | -0.0006 | 1.3261 | - | 1.1467 | -1.0600 | 161.29 | +0.0060 | 17.513 | -0.0025 | 1.7574 | - | 101.01 | +0.0260 | 16.393 | +113.10 | 1666.7 | +0.3956 | 47.061 | - | 95.238 | - | 4.0920 |
| AUG26 | 100.86 | +0.0030 | 1.4531 | +0.0699 | 5.2605 | -0.0022 | 1.4162 | +0.0068 | 1.2480 | -0.0139 | 6.7935 | -0.0021 | 1.3240 | - | 1.1476 | - | 161.29 | +0.0310 | 17.544 | -0.0055 | 1.7519 | - | - | +0.0540 | 16.447 | - | 1666.7 | +1.2422 | 48.303 | -0.1810 | 95.057 | -0.0032 | 4.0888 |
| SEP26 | 100.81 | -0.0017 | 1.4514 | -0.0029 | 5.2576 | +0.0003 | 1.4165 | +0.0038 | 1.2518 | +0.0010 | 6.7945 | +0.0013 | 1.3253 | - | 1.1433 | - | 161.29 | +0.0080 | 17.552 | -0.0003 | 1.7516 | - | - | +0.0270 | 16.474 | - | 1666.7 | +1.2022 | 49.505 | +0.1070 | 95.164 | -0.0001 | 4.0887 |
| OCT26 | 100.79 | -0.0018 | 1.4496 | -0.0029 | 5.2547 | -0.0015 | 1.4150 | +0.0021 | 1.2539 | -0.0124 | 6.7821 | +0.0006 | 1.3259 | - | 1.1447 | - | 161.29 | +0.0450 | 17.597 | -0.0002 | 1.7514 | - | - | +0.0070 | 16.481 | - | 1666.7 | +3.6369 | 53.142 | +0.1400 | 95.304 | -0.0035 | 4.0852 |
| NOV26 | 100.78 | -0.0017 | 1.4479 | +0.0275 | 5.2822 | -0.0017 | 1.4133 | +0.0007 | 1.2546 | -0.0163 | 6.7658 | +0.0001 | 1.3260 | - | 1.1522 | - | 161.29 | +0.0480 | 17.645 | -0.0001 | 1.7513 | - | 101.01 | +0.0420 | 16.523 | - | 1666.7 | +0.0433 | 53.185 | +0.2410 | 95.545 | -0.0039 | 4.0813 |
| DEC26 | 100.78 | +0.0006 | 1.4485 | +0.0283 | 5.3105 | -0.0019 | 1.4114 | +0.0001 | 1.2547 | -0.0169 | 6.7489 | +0.0001 | 1.3261 | - | 1.1478 | - | 161.29 | +0.0460 | 17.691 | - | 1.7513 | - | 101.01 | +0.0400 | 16.563 | - | 1666.7 | +0.0063 | 53.192 | +0.2300 | 95.775 | -0.0041 | 4.0772 |
| JAN27 | 100.78 | - | 1.4496 | - | 5.3427 | - | 1.4095 | - | 1.2548 | - | 6.7329 | - | 1.3266 | - | 1.1493 | - | 160.65 | - | 17.731 | - | 1.7513 | - | 101.01 | - | 16.604 | - | 1666.7 | - | 53.199 | - | 96.016 | - | 4.0725 |
| 4Q26 | 100.78 | -0.0009 | 1.4487 | -0.0603 | 5.2824 | +0.0037 | 1.4132 | -0.0004 | 1.2544 | +0.0327 | 6.7656 | -0.0006 | 1.3260 | - | 1.1573 | +0.6400 | 161.29 | -0.0870 | 17.644 | - | 1.7513 | - | - | -0.0820 | 16.522 | - | 1666.7 | -0.0258 | 53.173 | -0.4750 | 95.541 | +0.0087 | 4.0812 |
| 1Q27 | 100.77 | +0.0016 | 1.4503 | +0.0942 | 5.3766 | -0.0051 | 1.4081 | +0.0015 | 1.2559 | -0.0482 | 6.7174 | +0.0014 | 1.3274 | - | 1.1527 | -0.0200 | 161.27 | +0.1280 | 17.772 | -0.0001 | 1.7512 | - | 101.01 | +0.1170 | 16.639 | - | 1666.7 | +0.0931 | 53.266 | +0.6470 | 96.188 | -0.0118 | 4.0694 |
| 2Q27 | 100.45 | +0.0157 | 1.4660 | -0.0182 | 5.3584 | +0.0027 | 1.4108 | +0.0172 | 1.2731 | -0.0452 | 6.6722 | +0.0316 | 1.3590 | - | 1.1542 | +44.450 | 205.72 | +0.1390 | 17.911 | -0.0044 | 1.7468 | - | 101.01 | +0.1280 | 16.767 | -158.10 | 1508.6 | +4.2401 | 57.506 | +0.5150 | 96.703 | +0.0045 | 4.0739 |
| 3Q27 | 100.39 | +0.0659 | 1.5319 | -0.3197 | 5.0387 | +0.0142 | 1.4250 | +0.0140 | 1.2871 | -0.0405 | 6.6317 | +0.1348 | 1.4938 | - | 1.1557 | +190.57 | 396.29 | +0.1180 | 18.029 | -0.0036 | 1.7432 | - | 101.01 | +0.1040 | 16.871 | -80.000 | 1428.6 | +4.6912 | 62.197 | +1.8540 | 98.557 | +0.0264 | 4.1003 |
| 4Q27 | 99.895 | - | 1.6858 | - | 4.1861 | - | 1.4582 | - | 1.2998 | - | 6.6007 | - | 1.8083 | - | 1.1575 | - | 840.88 | - | 17.960 | - | 1.7407 | - | 101.01 | - | 16.723 | - | 1428.6 | - | 67.624 | - | 102.88 | - | 4.1618 |
| 2026 | 100.86 | -0.2357 | 1.4501 | +1.0732 | 5.2593 | -0.0431 | 1.4151 | -0.0491 | 1.2507 | +0.1813 | 6.7820 | -0.4827 | 1.3256 | - | 1.1589 | -679.59 | 161.29 | -0.3700 | 17.590 | +0.0118 | 1.7525 | - | - | -0.2430 | 16.480 | +238.10 | 1666.7 | -16.892 | 50.731 | -7.5350 | 95.347 | -0.0763 | 4.0855 |
| 2027 | 100.37 | +0.0834 | 1.5335 | -0.2694 | 4.9899 | +0.0104 | 1.4255 | +0.0283 | 1.2790 | -0.1265 | 6.6555 | +0.1715 | 1.4971 | - | 1.1603 | +239.75 | 401.04 | +0.3280 | 17.918 | -0.0070 | 1.7455 | - | 101.01 | +0.2700 | 16.750 | -158.60 | 1508.1 | +9.4170 | 60.148 | +3.2360 | 98.583 | +0.0158 | 4.1013 |
| 2028 | 99.393 | +0.1156 | 1.6491 | -0.2755 | 4.7144 | -0.0044 | 1.4211 | +0.0602 | 1.3392 | -0.1520 | 6.5035 | +2.6650 | 4.1621 | - | 1.1620 | +3767.9 | 4169.0 | +0.6980 | 18.616 | -0.0101 | 1.7354 | - | 101.01 | +0.4110 | 17.161 | -79.500 | 1428.6 | +25.562 | 85.711 | +36.670 | 135.25 | +0.1155 | 4.2168 |
| 2029 | 98.590 | -0.1859 | 1.4632 | +1.6051 | 6.3195 | -7.7200 | 1.3439 | +5.7800 | 1.3970 | -0.1126 | 6.3909 | +9.8121 | 13.974 | - | 1.1634 | +13873.3 | 18042.3 | +0.5880 | 19.204 | -9.8000 | 1.7256 | - | 101.01 | +0.4030 | 17.564 | - | 1428.6 | +24.297 | 110.01 | +134.94 | 270.20 | - | - |
| SPOT |
|---|
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| NOV26 |
| DEC26 |
| JAN27 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 4Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |