FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-04-03 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 | - | 1.4463 | - | 5.1531 | - | 1.3920 | - | 1.2533 | - | 6.8873 | - | 1.3245 | - | 1.1540 | - | 159.30 | - | 17.842 | - | 1.7452 | - | 80.190 | - | 16.875 | - | 1510.1 | - | 44.487 | - | 92.902 | - | 4.0360 |
| APR26 | 99.834 | +0.0002 | 1.4470 | -0.0052 | 5.1475 | -0.0004 | 1.3916 | +0.0033 | 1.2567 | +0.0093 | 6.8966 | -0.0002 | 1.3241 | - | 1.1557 | -0.5700 | 158.73 | +0.0100 | 17.857 | -0.0056 | 1.7399 | - | 101.01 | +0.0180 | 16.892 | -81.600 | 1428.6 | +0.9624 | 45.443 | +0.6780 | 93.580 | - | 4.0360 |
| MAY26 | 99.603 | +0.0023 | 1.4493 | +0.0780 | 5.2255 | -0.0016 | 1.3900 | +0.0067 | 1.2634 | -0.0143 | 6.8823 | +0.0002 | 1.3243 | - | 1.1571 | - | 158.73 | +0.0640 | 17.921 | +0.0124 | 1.7523 | - | 101.01 | +0.0280 | 16.920 | - | 1428.6 | +1.4565 | 46.900 | +0.8490 | 94.429 | -0.0039 | 4.0321 |
| JUN26 | 99.536 | -0.0010 | 1.4483 | -0.0008 | 5.2247 | -0.0001 | 1.3899 | +0.0044 | 1.2678 | -0.0001 | 6.8822 | +0.0001 | 1.3244 | - | 1.1588 | - | 158.73 | -0.0070 | 17.914 | -0.0056 | 1.7468 | - | 101.01 | +0.0290 | 16.949 | - | 1428.6 | +1.4095 | 48.309 | -0.1160 | 94.313 | -0.0002 | 4.0319 |
| JUL26 | 99.500 | -0.0002 | 1.4481 | -0.0009 | 5.2238 | -0.0025 | 1.3874 | +0.0023 | 1.2701 | -0.0139 | 6.8683 | +0.0014 | 1.3258 | - | 1.1614 | - | 158.73 | +0.0390 | 17.953 | -0.0031 | 1.7437 | - | 101.01 | +0.0070 | 16.956 | - | 1428.6 | +4.3086 | 52.618 | +0.5100 | 94.823 | -0.0039 | 4.0280 |
| AUG26 | 99.487 | -0.0001 | 1.4480 | +0.0374 | 5.2612 | -0.0039 | 1.3835 | +0.0008 | 1.2709 | -0.0143 | 6.8540 | +0.0038 | 1.3296 | - | 1.1647 | - | 158.73 | +0.0410 | 17.994 | -0.0011 | 1.7426 | - | 101.01 | +0.0440 | 17.000 | - | 1428.6 | +0.0121 | 52.630 | +0.4390 | 95.262 | -0.0035 | 4.0245 |
| SEP26 | 99.485 | +0.0003 | 1.4483 | +0.0387 | 5.2999 | +0.0017 | 1.3852 | +0.0001 | 1.2710 | -0.0142 | 6.8398 | -0.0039 | 1.3257 | - | 1.1678 | -0.5500 | 158.18 | +0.0570 | 18.051 | -0.0001 | 1.7425 | - | 101.01 | +0.0360 | 17.036 | - | 1428.6 | +0.0017 | 52.632 | +0.4080 | 95.670 | -0.0037 | 4.0208 |
| OCT26 | 99.483 | - | 1.4503 | - | 5.3381 | - | 1.3824 | - | 1.2711 | - | 6.8261 | - | 1.3218 | - | 1.1706 | - | 156.25 | - | 18.107 | - | 1.7423 | - | 101.01 | - | 17.072 | - | 1428.6 | - | 52.633 | - | 96.027 | - | 4.0174 |
| 3Q26 | 99.491 | -0.0021 | 1.4482 | -0.0765 | 5.2616 | +0.0030 | 1.3854 | -0.0005 | 1.2706 | +0.0279 | 6.8540 | +0.0052 | 1.3270 | - | 1.1733 | +2.2900 | 158.54 | -0.1080 | 17.999 | +0.0006 | 1.7429 | - | 101.01 | -0.0750 | 16.997 | - | 1428.6 | -0.0070 | 52.626 | -0.7750 | 95.252 | +0.0070 | 4.0244 |
| 4Q26 | 99.463 | +0.0021 | 1.4503 | +0.1135 | 5.3751 | -0.0033 | 1.3821 | +0.0018 | 1.2724 | -0.0419 | 6.8121 | -0.0035 | 1.3235 | - | 1.1760 | -1.9300 | 156.61 | +0.1580 | 18.157 | -0.0024 | 1.7405 | - | 101.01 | +0.1260 | 17.123 | - | 1428.6 | +0.0261 | 52.653 | +0.9830 | 96.235 | -0.0098 | 4.0146 |
| 1Q27 | 99.101 | +0.0035 | 1.4538 | +0.0306 | 5.4057 | -0.0041 | 1.3780 | +0.0192 | 1.2916 | -0.0412 | 6.7709 | +0.0028 | 1.3263 | - | 1.1787 | -0.6300 | 155.98 | +0.1500 | 18.307 | -0.0121 | 1.7284 | - | 101.01 | +0.1410 | 17.264 | - | 1428.6 | +4.5094 | 57.162 | -0.1680 | 96.067 | -0.0201 | 3.9945 |
| 2Q27 | 99.123 | +0.0038 | 1.4576 | -0.0331 | 5.3726 | -0.0053 | 1.3727 | +0.0126 | 1.3042 | -0.0324 | 6.7385 | -0.0010 | 1.3253 | - | 1.1818 | -1.8600 | 154.12 | +0.1550 | 18.462 | -0.0039 | 1.7245 | - | 101.01 | +0.1350 | 17.399 | - | 1428.6 | +4.6498 | 61.812 | -1.1510 | 94.916 | -0.0791 | 3.9154 |
| 3Q27 | 98.674 | - | 1.4580 | - | 5.2829 | - | 1.3768 | - | 1.3156 | - | 6.7112 | - | 1.3249 | - | 1.1850 | - | 156.96 | - | 18.482 | - | 1.7248 | - | 101.01 | - | 17.323 | - | 1428.6 | - | 67.103 | - | 92.193 | - | 3.7282 |
| 2026 | 99.537 | -0.0091 | 1.4489 | -0.0043 | 5.2786 | +0.0092 | 1.3860 | -0.0470 | 1.2686 | +0.1398 | 6.8510 | - | 1.3249 | - | 1.1881 | +1.0000 | 157.96 | -0.4640 | 18.018 | +0.0184 | 1.7432 | - | 101.01 | -0.3090 | 17.014 | - | 1428.6 | -16.382 | 50.721 | +3.0050 | 95.198 | +0.2959 | 4.0241 |
| 2027 | 98.855 | +0.0083 | 1.4572 | +0.0139 | 5.2925 | -0.0067 | 1.3793 | +0.0409 | 1.3095 | -0.1268 | 6.7242 | +0.0002 | 1.3251 | - | 1.1912 | +0.3200 | 158.28 | +0.5370 | 18.555 | -0.0175 | 1.7257 | - | 101.01 | +0.3680 | 17.382 | - | 1428.6 | +14.205 | 64.926 | -2.5920 | 92.606 | -0.2675 | 3.7566 |
| 2028 | 98.148 | +0.0216 | 1.4788 | +0.7160 | 6.0085 | -0.0162 | 1.3631 | +0.0536 | 1.3631 | -0.1288 | 6.5954 | -0.0112 | 1.3139 | - | 1.1942 | +94.410 | 252.69 | +0.9290 | 19.484 | +0.0026 | 1.7283 | - | 101.01 | +0.7040 | 18.086 | - | 1428.6 | +24.391 | 89.317 | -34.610 | 57.996 | -0.2590 | 3.4976 |
| 2029 | 97.622 | +0.0158 | 1.4946 | +0.4445 | 6.4530 | -0.0121 | 1.3510 | +4.1000 | 1.4041 | -7.7300 | 6.5181 | -0.0366 | 1.2773 | - | 1.1974 | +317.79 | 570.48 | +0.7200 | 20.204 | +3.2000 | 1.7315 | - | 101.01 | +0.4790 | 18.565 | - | 1428.6 | +18.566 | 107.88 | -86.217 | -28.221 | - | - |
| SPOT |
|---|
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| SEP26 |
| OCT26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 3Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |