FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2025-08-20 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 | - | 1.5545 | - | 5.4747 | - | 1.3871 | - | 1.2446 | - | 7.1757 | - | 1.3452 | - | 1.1678 | - | 147.30 | - | 18.767 | - | 1.7182 | - | 80.500 | - | 17.665 | - | 1397.7 | - | 40.840 | - | 86.978 | - | 4.2240 |
| AUG25 | 98.307 | -0.0010 | 1.5535 | -0.0214 | 5.4533 | - | 1.3871 | -0.0005 | 1.2436 | -0.0332 | 7.1425 | +0.0006 | 1.3461 | -0.0009 | 1.1649 | -0.2400 | 147.06 | -0.0410 | 18.728 | +0.0005 | 1.7187 | - | 101.01 | -0.0050 | 17.669 | +30.900 | 1428.6 | -0.1103 | 40.730 | +0.0770 | 87.055 | - | 4.2240 |
| SEP25 | 97.698 | +0.0002 | 1.5537 | +0.0703 | 5.5236 | -0.0032 | 1.3839 | +0.0172 | 1.2608 | -0.0199 | 7.1226 | -0.0005 | 1.3456 | +0.0047 | 1.1696 | +0.5500 | 147.61 | +0.1390 | 18.867 | -0.0099 | 1.7088 | - | 101.01 | +0.0300 | 17.699 | - | 1428.6 | +1.1113 | 41.841 | +0.1520 | 87.207 | -0.0054 | 4.2186 |
| OCT25 | 97.707 | -0.0002 | 1.5535 | +0.0013 | 5.5249 | -0.0002 | 1.3837 | +0.0001 | 1.2609 | -0.0001 | 7.1225 | +0.0001 | 1.3457 | - | 1.1696 | -0.5500 | 147.06 | +0.0010 | 18.868 | +0.0004 | 1.7092 | - | 101.01 | +0.0310 | 17.730 | - | 1428.6 | +1.1483 | 42.989 | -0.0030 | 87.204 | +0.0001 | 4.2187 |
| NOV25 | 97.710 | -0.0002 | 1.5533 | +0.0012 | 5.5261 | -0.0002 | 1.3835 | +0.0001 | 1.2610 | -0.0001 | 7.1224 | +0.0001 | 1.3458 | - | 1.1696 | -0.5300 | 146.53 | +0.0010 | 18.869 | +0.0002 | 1.7094 | - | 101.01 | +0.0090 | 17.739 | - | 1428.6 | +2.2599 | 45.249 | +0.1470 | 87.351 | -0.0052 | 4.2135 |
| DEC25 | 97.710 | -0.0006 | 1.5527 | +0.0378 | 5.5639 | -0.0019 | 1.3816 | - | 1.2610 | -0.0099 | 7.1125 | +0.0001 | 1.3459 | +0.0023 | 1.1719 | -1.0500 | 145.48 | +0.0610 | 18.930 | - | 1.7094 | - | 101.01 | +0.0460 | 17.785 | - | 1428.6 | -0.0003 | 45.249 | +0.1430 | 87.494 | -0.0048 | 4.2087 |
| JAN26 | 97.711 | -0.0008 | 1.5519 | +0.0393 | 5.6032 | -0.0020 | 1.3796 | - | 1.2610 | -0.0102 | 7.1023 | +0.0001 | 1.3460 | +0.0021 | 1.1740 | -0.5500 | 144.93 | +0.0540 | 18.984 | - | 1.7094 | - | 101.01 | +0.0400 | 17.825 | - | 1428.6 | -0.0004 | 45.249 | +0.1540 | 87.648 | -0.0049 | 4.2038 |
| FEB26 | 97.713 | - | 1.5511 | - | 5.6429 | - | 1.3778 | - | 1.2610 | - | 7.0920 | - | 1.3459 | - | 1.1761 | - | 144.93 | - | 19.050 | - | 1.7096 | - | 101.01 | - | 17.858 | - | 1428.6 | - | 45.246 | - | 87.806 | - | 4.1987 |
| 4Q25 | 97.709 | +0.0021 | 1.5532 | -0.1046 | 5.5383 | +0.0051 | 1.3829 | - | 1.2610 | +0.0271 | 7.1191 | -0.0001 | 1.3458 | -0.0057 | 1.1704 | +1.4200 | 146.35 | -0.1610 | 18.889 | -0.0003 | 1.7093 | - | 101.01 | -0.1070 | 17.751 | - | 1428.6 | -0.7503 | 44.496 | -0.4570 | 87.349 | +0.0149 | 4.2136 |
| 1Q26 | 97.715 | -0.0018 | 1.5514 | +0.1032 | 5.6415 | -0.0044 | 1.3785 | +0.0001 | 1.2611 | -0.0269 | 7.0922 | +0.0001 | 1.3459 | +0.0050 | 1.1754 | -1.4200 | 144.93 | +0.1590 | 19.048 | +0.0003 | 1.7096 | - | 101.01 | +0.1060 | 17.857 | - | 1428.6 | +0.7488 | 45.245 | +0.4530 | 87.802 | -0.0146 | 4.1990 |
| 2Q26 | 97.321 | -0.0015 | 1.5499 | +0.0916 | 5.7331 | -0.0037 | 1.3748 | +0.0133 | 1.2744 | -0.0313 | 7.0609 | - | 1.3459 | +0.0045 | 1.1799 | -0.2000 | 144.73 | +0.1860 | 19.234 | -0.0048 | 1.7048 | - | 101.01 | +0.1290 | 17.986 | - | 1428.6 | +3.3222 | 48.567 | +0.1510 | 87.953 | +0.0011 | 4.2001 |
| 3Q26 | 97.378 | -0.0018 | 1.5481 | +0.1615 | 5.8946 | -0.0041 | 1.3707 | +0.0125 | 1.2869 | -0.0290 | 7.0319 | -0.0005 | 1.3454 | +0.0054 | 1.1853 | -1.6400 | 143.09 | +0.1960 | 19.430 | -0.0042 | 1.7006 | - | 101.01 | +0.1410 | 18.127 | - | 1428.6 | +3.5393 | 52.106 | +0.0150 | 87.968 | +0.0349 | 4.2350 |
| 4Q26 | 96.375 | - | 1.5495 | - | 6.4090 | - | 1.3721 | - | 1.2986 | - | 7.0127 | - | 1.3449 | - | 1.1846 | - | 145.48 | - | 19.567 | - | 1.6977 | - | 101.01 | - | 18.218 | - | 1428.6 | - | 55.892 | - | 88.009 | - | 4.3282 |
| 2025 | 97.826 | +0.0039 | 1.5534 | -0.8907 | 5.5183 | +0.0119 | 1.3840 | -0.0411 | 1.2575 | +0.1118 | 7.1245 | +0.0009 | 1.3458 | -0.0155 | 1.1691 | +1.2700 | 146.75 | -0.7150 | 18.852 | +0.0134 | 1.7111 | - | 101.01 | -0.4940 | 17.724 | - | 1428.6 | -12.680 | 43.212 | -0.7470 | 87.262 | -0.1115 | 4.2167 |
| 2026 | 97.197 | -0.0037 | 1.5497 | +0.4013 | 5.9196 | -0.0100 | 1.3740 | +0.0227 | 1.2802 | -0.0751 | 7.0494 | -0.0003 | 1.3455 | +0.0122 | 1.1813 | -2.1900 | 144.56 | +0.4680 | 19.320 | -0.0079 | 1.7032 | - | 101.01 | +0.3230 | 18.047 | - | 1428.6 | +7.2407 | 50.452 | +0.6710 | 87.933 | +0.0239 | 4.2406 |
| 2027 | 95.500 | -0.0002 | 1.5495 | +1.2241 | 7.1437 | -0.0085 | 1.3655 | +0.0512 | 1.3314 | -0.1057 | 6.9437 | -0.0088 | 1.3367 | -0.0104 | 1.1709 | +44.350 | 188.91 | +0.8330 | 20.153 | -0.0058 | 1.6974 | - | 101.01 | +0.6640 | 18.711 | - | 1428.6 | +17.057 | 67.509 | +0.4100 | 88.343 | +0.3157 | 4.5563 |
| 2028 | 94.093 | -7.3000 | 1.5422 | -0.2304 | 6.9133 | -1.9200 | 1.3463 | +0.0486 | 1.3800 | -9.0800 | 6.8529 | -4.7800 | 1.2889 | -7.9800 | 1.0911 | +253.46 | 442.37 | +0.7930 | 20.946 | -6.0000 | 1.6914 | - | 101.01 | +0.6960 | 19.407 | - | 1428.6 | +16.930 | 84.439 | +1.4780 | 89.821 | - | - |
| SPOT |
|---|
| AUG25 |
| SEP25 |
| OCT25 |
| NOV25 |
| DEC25 |
| JAN26 |
| FEB26 |
| 4Q25 |
| 1Q26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 2025 |
| 2026 |
| 2027 |
| 2028 |