FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2026-02-17 23:00:10 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 | - | 1.4160 | - | 5.2240 | - | 1.3648 | - | 1.2982 | - | 6.9032 | - | 1.3554 | - | 1.1852 | - | 153.05 | - | 17.191 | - | 1.6595 | - | 76.840 | - | 16.024 | - | 1443.5 | - | 43.729 | - | 90.760 | - | 3.8940 |
| FEB26 | 97.197 | -0.0020 | 1.4140 | -0.0172 | 5.2068 | - | 1.3648 | -0.0005 | 1.2976 | +0.0320 | 6.9352 | -0.0051 | 1.3520 | - | 1.1869 | -1.5300 | 151.52 | -0.0100 | 17.181 | -0.0007 | 1.6588 | - | 101.01 | -0.1020 | 15.922 | -14.900 | 1428.6 | -0.1777 | 43.551 | +0.0250 | 90.785 | - | 3.8940 |
| MAR26 | 96.870 | +0.0039 | 1.4182 | +0.0663 | 5.2731 | -0.0020 | 1.3628 | +0.0184 | 1.3157 | -0.0281 | 6.9071 | +0.0100 | 1.3620 | - | 1.1887 | - | 151.52 | +0.0530 | 17.234 | -0.0066 | 1.6522 | - | 101.01 | +0.0520 | 15.974 | - | 1428.6 | +1.0915 | 44.643 | +0.1900 | 90.975 | -0.0031 | 3.8909 |
| APR26 | 96.832 | -0.0012 | 1.4172 | +0.0012 | 5.2743 | -0.0006 | 1.3622 | -0.0001 | 1.3156 | -0.0010 | 6.9061 | -0.0004 | 1.3616 | - | 1.1902 | - | 151.52 | +0.0070 | 17.241 | -0.0003 | 1.6519 | - | 101.01 | +0.0520 | 16.026 | - | 1428.6 | +1.0562 | 45.699 | -0.0270 | 90.948 | +0.0001 | 3.8910 |
| MAY26 | 96.817 | -0.0011 | 1.4161 | +0.0012 | 5.2755 | -0.0031 | 1.3591 | -0.0001 | 1.3156 | -0.0011 | 6.9050 | -0.0004 | 1.3612 | - | 1.1947 | - | 151.52 | +0.0080 | 17.249 | -0.0001 | 1.6518 | - | 101.01 | -0.0070 | 16.019 | - | 1428.6 | +2.1484 | 47.848 | +0.1240 | 91.072 | -0.0025 | 3.8885 |
| JUN26 | 96.815 | -0.0001 | 1.4160 | +0.0370 | 5.3125 | -0.0016 | 1.3575 | - | 1.3156 | -0.0169 | 6.8881 | +0.0011 | 1.3623 | - | 1.1950 | - | 151.52 | +0.0530 | 17.302 | - | 1.6518 | - | 101.01 | +0.0330 | 16.052 | - | 1428.6 | -0.0006 | 47.847 | +0.1500 | 91.222 | -0.0024 | 3.8861 |
| JUL26 | 96.813 | +0.0007 | 1.4156 | +0.0356 | 5.3481 | +0.0007 | 1.3582 | - | 1.3156 | -0.0139 | 6.8742 | -0.0011 | 1.3612 | - | 1.1987 | - | 151.52 | +0.0510 | 17.353 | - | 1.6518 | - | 101.01 | +0.0310 | 16.083 | - | 1428.6 | -0.0006 | 47.846 | +0.1800 | 91.402 | -0.0023 | 3.8838 |
| AUG26 | 96.798 | - | 1.4162 | - | 5.3852 | - | 1.3580 | - | 1.3156 | - | 6.8611 | - | 1.3645 | - | 1.2013 | - | 151.52 | - | 17.399 | - | 1.6517 | - | 101.01 | - | 16.123 | - | 1428.6 | - | 47.842 | - | 91.596 | - | 3.8819 |
| 2Q26 | 96.822 | +0.0002 | 1.4164 | -0.0978 | 5.2874 | +0.0016 | 1.3596 | +0.0001 | 1.3156 | +0.0386 | 6.8997 | -0.0028 | 1.3617 | - | 1.2088 | - | 151.52 | -0.1350 | 17.264 | +0.0002 | 1.6519 | - | 101.01 | -0.0910 | 16.032 | - | 1428.6 | -0.7107 | 47.131 | -0.5150 | 91.081 | +0.0067 | 3.8886 |
| 3Q26 | 96.790 | +0.0006 | 1.4170 | +0.0982 | 5.3856 | -0.0021 | 1.3575 | -0.0001 | 1.3156 | -0.0390 | 6.8607 | +0.0006 | 1.3623 | - | 1.2122 | - | 151.52 | +0.1350 | 17.399 | -0.0003 | 1.6516 | - | 101.01 | +0.0880 | 16.120 | - | 1428.6 | +0.7083 | 47.840 | +0.5160 | 91.597 | -0.0065 | 3.8821 |
| 4Q26 | 96.336 | +0.0029 | 1.4199 | +0.0559 | 5.4415 | -0.0053 | 1.3522 | +0.0130 | 1.3286 | -0.0378 | 6.8229 | +0.0012 | 1.3635 | - | 1.2155 | -0.2200 | 151.30 | +0.1480 | 17.547 | -0.0064 | 1.6452 | - | 101.01 | +0.1050 | 16.225 | - | 1428.6 | +3.2309 | 51.070 | +0.3870 | 91.984 | +0.0089 | 3.8910 |
| 1Q27 | 96.651 | +0.0015 | 1.4214 | -0.2006 | 5.2409 | -0.0048 | 1.3474 | +0.0134 | 1.3420 | -0.0325 | 6.7904 | -0.0004 | 1.3631 | - | 1.2188 | -1.8000 | 149.50 | +0.1620 | 17.709 | -0.0029 | 1.6423 | - | 101.01 | +0.1090 | 16.334 | - | 1428.6 | +3.6064 | 54.677 | +1.1520 | 93.136 | +0.0622 | 3.9532 |
| 2Q27 | 95.711 | - | 1.4267 | - | 4.5989 | - | 1.3493 | - | 1.3534 | - | 6.7702 | - | 1.3639 | - | 1.2222 | - | 152.03 | - | 17.826 | - | 1.6417 | - | 101.01 | - | 16.418 | - | 1428.6 | - | 58.496 | - | 96.201 | - | 4.1187 |
| 2026 | 96.718 | -0.0092 | 1.4175 | +0.7487 | 5.3476 | +0.0084 | 1.3577 | -0.0359 | 1.3175 | +0.1018 | 6.8720 | -0.0024 | 1.3615 | - | 1.2256 | -0.5700 | 151.46 | -0.4580 | 17.368 | +0.0089 | 1.6506 | - | 101.01 | -0.3240 | 16.094 | - | 1428.6 | -10.649 | 47.847 | -4.7700 | 91.431 | -0.2305 | 3.8882 |
| 2027 | 95.777 | +0.0211 | 1.4386 | -1.3553 | 3.9923 | -0.0056 | 1.3521 | +0.0423 | 1.3598 | -0.1205 | 6.7515 | +0.0048 | 1.3663 | - | 1.2289 | +8.4000 | 159.86 | +0.6170 | 17.985 | -0.0070 | 1.6436 | - | 101.01 | +0.3860 | 16.480 | - | 1428.6 | +13.080 | 60.927 | +9.4920 | 100.92 | +0.4856 | 4.3738 |
| 2028 | 94.703 | +0.0139 | 1.4525 | +2.1665 | 6.1588 | -0.0242 | 1.3279 | +0.0513 | 1.4111 | -0.1110 | 6.6405 | +0.0425 | 1.4088 | - | 1.2322 | +136.11 | 295.97 | +0.8420 | 18.827 | +0.0035 | 1.6471 | - | 101.01 | +0.5040 | 16.984 | - | 1428.6 | +18.443 | 79.370 | +63.800 | 164.72 | -0.1155 | 4.2583 |
| 2029 | 93.996 | +1.6300 | 1.4688 | +0.3074 | 6.4662 | -9.9000 | 1.3180 | +3.5500 | 1.4466 | -4.8700 | 6.5918 | +9.9900 | 1.5087 | - | 1.2354 | +319.59 | 615.56 | +0.6110 | 19.438 | +3.4000 | 1.6505 | - | 101.01 | +0.3450 | 17.329 | - | 1428.6 | +12.757 | 92.127 | +124.92 | 289.64 | - | - |
| SPOT |
|---|
| FEB26 |
| MAR26 |
| APR26 |
| MAY26 |
| JUN26 |
| JUL26 |
| AUG26 |
| 2Q26 |
| 3Q26 |
| 4Q26 |
| 1Q27 |
| 2Q27 |
| 2026 |
| 2027 |
| 2028 |
| 2029 |