FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-01-02 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 | - | 1.4945 | - | 5.4336 | - | 1.3742 | - | 1.2612 | - | 6.9875 | - | 1.3458 | - | 1.1723 | - | 156.89 | - | 17.930 | - | 1.7340 | - | 80.200 | - | 16.509 | - | 1446.1 | - | 43.036 | - | 90.101 | - | 4.0515 |
| JAN26 | 98.340 | +0.0007 | 1.4952 | +0.0069 | 5.4405 | -0.0025 | 1.3717 | +0.0001 | 1.2613 | +0.0251 | 7.0126 | - | 1.3458 | +0.0011 | 1.1734 | -0.6400 | 156.25 | +0.1210 | 18.051 | -0.0008 | 1.7332 | - | 101.01 | +0.0750 | 16.584 | -17.500 | 1428.6 | +0.4153 | 43.452 | +0.2410 | 90.342 | - | 4.0515 |
| FEB26 | 97.946 | -0.0004 | 1.4948 | +0.0483 | 5.4888 | -0.0007 | 1.3710 | +0.0272 | 1.2885 | -0.0147 | 6.9979 | -0.0001 | 1.3457 | +0.0008 | 1.1742 | - | 156.25 | +0.0320 | 18.083 | -0.0131 | 1.7201 | - | 101.01 | +0.0270 | 16.611 | - | 1428.6 | +0.9505 | 44.402 | +0.0660 | 90.408 | -0.0035 | 4.0480 |
| MAR26 | 97.916 | +0.0001 | 1.4949 | +0.0148 | 5.5036 | -0.0001 | 1.3709 | -0.0020 | 1.2865 | -0.0008 | 6.9971 | - | 1.3457 | +0.0003 | 1.1745 | - | 156.25 | +0.0080 | 18.091 | +0.0022 | 1.7223 | - | 101.01 | +0.0560 | 16.667 | - | 1428.6 | +1.0523 | 45.455 | +0.0550 | 90.463 | +0.0002 | 4.0482 |
| APR26 | 97.901 | +0.0009 | 1.4958 | +0.0143 | 5.5179 | -0.0018 | 1.3691 | -0.0011 | 1.2854 | -0.0189 | 6.9782 | -0.0001 | 1.3456 | +0.0020 | 1.1765 | - | 156.25 | +0.0500 | 18.141 | +0.0011 | 1.7234 | - | 101.01 | -0.0070 | 16.660 | - | 1428.6 | +3.0580 | 48.513 | +0.2280 | 90.691 | -0.0031 | 4.0451 |
| MAY26 | 97.896 | +0.0030 | 1.4988 | +0.0613 | 5.5792 | -0.0030 | 1.3661 | -0.0003 | 1.2851 | -0.0179 | 6.9603 | +0.0001 | 1.3457 | +0.0030 | 1.1868 | - | 156.25 | +0.0490 | 18.190 | +0.0004 | 1.7238 | - | 101.01 | +0.0340 | 16.694 | - | 1428.6 | +0.0274 | 48.540 | +0.2290 | 90.920 | -0.0026 | 4.0425 |
| JUN26 | 97.895 | -0.0028 | 1.4960 | +0.0527 | 5.6319 | +0.0011 | 1.3672 | -0.0001 | 1.2850 | -0.0148 | 6.9455 | -0.0006 | 1.3451 | -0.0013 | 1.1782 | -0.5300 | 155.72 | +0.0590 | 18.249 | - | 1.7238 | - | 101.01 | +0.0360 | 16.730 | - | 1428.6 | +0.0038 | 48.544 | +0.1870 | 91.107 | -0.0026 | 4.0399 |
| JUL26 | 97.894 | - | 1.4943 | - | 5.6720 | - | 1.3639 | - | 1.2849 | - | 6.9337 | - | 1.3433 | - | 1.1806 | - | 153.85 | - | 18.315 | - | 1.7239 | - | 101.01 | - | 16.771 | - | 1428.6 | - | 48.548 | - | 91.283 | - | 4.0373 |
| 2Q26 | 97.897 | +0.0026 | 1.4969 | -0.0957 | 5.5763 | +0.0036 | 1.3675 | +0.0003 | 1.2852 | +0.0277 | 6.9614 | +0.0022 | 1.3455 | -0.0025 | 1.1781 | +2.2200 | 156.07 | -0.1220 | 18.193 | -0.0002 | 1.7237 | - | 101.01 | -0.0760 | 16.695 | - | 1428.6 | -0.0156 | 48.532 | -0.3770 | 90.906 | +0.0052 | 4.0425 |
| 3Q26 | 97.886 | -0.0016 | 1.4953 | +0.1384 | 5.7147 | -0.0037 | 1.3638 | -0.0009 | 1.2843 | -0.0398 | 6.9216 | -0.0018 | 1.3437 | +0.0027 | 1.1808 | -1.8700 | 154.20 | +0.1870 | 18.380 | +0.0008 | 1.7245 | - | 101.01 | +0.1120 | 16.807 | - | 1428.6 | +0.0583 | 48.590 | +0.4870 | 91.393 | -0.0065 | 4.0360 |
| 4Q26 | 97.552 | +0.0025 | 1.4978 | +0.0594 | 5.7741 | -0.0044 | 1.3594 | +0.0098 | 1.2941 | -0.0341 | 6.8875 | +0.0003 | 1.3440 | +0.0038 | 1.1846 | -0.6100 | 153.59 | +0.1880 | 18.568 | -0.0004 | 1.7241 | - | 101.01 | +0.1210 | 16.928 | - | 1428.6 | +3.4856 | 52.076 | -0.3400 | 91.053 | +0.0096 | 4.0456 |
| 1Q27 | 97.464 | +0.0068 | 1.5046 | +0.0987 | 5.8728 | -0.0032 | 1.3562 | +0.0124 | 1.3065 | -0.0250 | 6.8625 | -0.0008 | 1.3432 | +0.0042 | 1.1888 | -1.8200 | 151.77 | +0.1710 | 18.739 | -0.0021 | 1.7220 | - | 101.01 | +0.1160 | 17.044 | - | 1428.6 | +3.5429 | 55.619 | -1.6330 | 89.420 | +0.0424 | 4.0880 |
| 2Q27 | 96.944 | - | 1.4997 | - | 6.1353 | - | 1.3572 | - | 1.3155 | - | 6.8489 | - | 1.3449 | - | 1.1903 | - | 154.38 | - | 18.788 | - | 1.7212 | - | 101.01 | - | 16.900 | - | 1428.6 | - | 59.541 | - | 85.627 | - | 4.1864 |
| 2026 | 97.851 | -0.0035 | 1.4962 | -0.4996 | 5.6357 | +0.0083 | 1.3655 | -0.0299 | 1.2856 | +0.0944 | 6.9433 | -0.0002 | 1.3447 | -0.0109 | 1.1794 | +0.6500 | 155.03 | -0.4840 | 18.304 | +0.0032 | 1.7244 | - | 101.01 | -0.1380 | 16.762 | - | 1428.6 | -11.133 | 48.409 | +5.3120 | 90.939 | -0.1431 | 4.0433 |
| 2027 | 96.905 | +0.0009 | 1.4971 | +0.6992 | 6.3349 | -0.0088 | 1.3567 | +0.0372 | 1.3228 | -0.1049 | 6.8384 | +0.0054 | 1.3501 | +0.0155 | 1.1949 | +7.4100 | 162.44 | +0.7680 | 19.072 | -0.0027 | 1.7217 | - | 101.01 | +0.3230 | 17.085 | - | 1428.6 | +14.234 | 62.643 | -10.616 | 80.323 | +0.2808 | 4.3241 |
| 2028 | 95.936 | +0.0293 | 1.5264 | +0.4131 | 6.7480 | -0.0144 | 1.3423 | +0.0493 | 1.3721 | -0.0838 | 6.7546 | +0.0906 | 1.4407 | +0.0793 | 1.2742 | +140.30 | 302.74 | +0.9690 | 20.041 | -0.0005 | 1.7212 | - | 101.01 | +0.5070 | 17.592 | - | 1428.6 | +18.551 | 81.193 | -68.813 | 11.510 | -0.2168 | 4.1073 |
| 2029 | 95.267 | +0.0104 | 1.5368 | +0.3958 | 7.1438 | -6.7000 | 1.3356 | +3.3000 | 1.4051 | -3.3700 | 6.7209 | +0.1955 | 1.6362 | +0.1709 | 1.4451 | +302.40 | 605.14 | +0.6570 | 20.698 | - | 1.7212 | - | 101.01 | +0.2710 | 17.863 | - | 1428.6 | +12.534 | 93.728 | -119.86 | -108.35 | - | - |
| SPOT |
|---|
| JAN26 |
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |