FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
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last update: 2024-03-18 23:00:01 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 | - | 1.5251 | - | 5.0304 | - | 1.3535 | - | 1.1269 | - | 7.1976 | - | 1.2726 | - | 1.0872 | - | 149.05 | - | 16.827 | - | 1.6437 | - | 91.716 | - | 18.942 | - | 1335.4 | - | 32.335 | - | 82.895 | - | 4.7160 |
| MAR24 | 103.46 | -0.0021 | 1.5230 | -0.0150 | 5.0154 | - | 1.3535 | +0.0035 | 1.1304 | -0.0904 | 7.1072 | +0.0004 | 1.2730 | +0.0001 | 1.0873 | +0.2000 | 149.25 | +0.0100 | 16.837 | -0.0017 | 1.6420 | -0.2090 | 91.507 | -0.1800 | 18.762 | +266.00 | 1601.4 | -0.0770 | 32.258 | +0.0510 | 82.946 | - | 4.7160 |
| APR24 | 103.27 | +0.0006 | 1.5236 | +0.0241 | 5.0395 | -0.0007 | 1.3528 | +0.0066 | 1.1370 | -0.0099 | 7.0973 | +0.0005 | 1.2735 | +0.0020 | 1.0893 | - | 149.25 | +0.1690 | 17.006 | +0.0029 | 1.6449 | +8.3550 | 99.862 | +0.0350 | 18.797 | -396.00 | 1205.4 | +1.1816 | 33.440 | +0.0280 | 82.974 | -0.0109 | 4.7051 |
| MAY24 | 103.26 | -0.0006 | 1.5230 | +0.0008 | 5.0403 | - | 1.3528 | +0.0003 | 1.1373 | -0.0001 | 7.0972 | -0.0001 | 1.2734 | +0.0002 | 1.0895 | -0.5400 | 148.71 | +0.0010 | 17.007 | -0.0001 | 1.6448 | -0.4200 | 99.442 | +0.0710 | 18.868 | +44.600 | 1250.0 | +1.2210 | 34.661 | +0.0150 | 82.989 | +0.0005 | 4.7056 |
| JUN24 | 103.26 | -0.0006 | 1.5224 | +0.0008 | 5.0411 | -0.0006 | 1.3522 | - | 1.1373 | - | 7.0972 | -0.0001 | 1.2733 | +0.0002 | 1.0897 | -1.1200 | 147.59 | +0.0010 | 17.008 | -0.0001 | 1.6447 | -0.2470 | 99.195 | -0.0080 | 18.860 | +43.200 | 1293.2 | +1.1816 | 35.842 | +0.0730 | 83.062 | -0.0099 | 4.6957 |
| JUL24 | 103.26 | -0.0012 | 1.5212 | +0.0144 | 5.0555 | -0.0006 | 1.3516 | - | 1.1373 | -0.0062 | 7.0910 | +0.0001 | 1.2734 | +0.0014 | 1.0911 | -0.5300 | 147.06 | +0.0860 | 17.094 | - | 1.6447 | -0.1310 | 99.064 | +0.0430 | 18.903 | -43.200 | 1250.0 | +0.0020 | 35.844 | +0.0910 | 83.153 | -0.0092 | 4.6865 |
| AUG24 | 103.25 | -0.0010 | 1.5202 | +0.0155 | 5.0710 | -0.0006 | 1.3510 | +0.0003 | 1.1376 | -0.0088 | 7.0822 | +0.0004 | 1.2738 | +0.0013 | 1.0924 | -0.0100 | 147.05 | +0.0880 | 17.182 | -0.0002 | 1.6445 | -0.0480 | 99.016 | +0.0450 | 18.948 | - | 1250.0 | +0.0145 | 35.859 | +0.1020 | 83.255 | -0.0090 | 4.6775 |
| SEP24 | 103.22 | - | 1.5199 | - | 5.0866 | - | 1.3510 | - | 1.1382 | - | 7.0733 | - | 1.2736 | - | 1.0925 | - | 146.58 | - | 17.265 | - | 1.6441 | - | 99.010 | - | 19.012 | - | 1250.0 | - | 35.896 | - | 83.360 | - | 4.6689 |
| 2Q24 | 103.26 | +0.0031 | 1.5230 | -0.0463 | 5.0403 | +0.0016 | 1.3526 | -0.0010 | 1.1372 | +0.0239 | 7.0972 | -0.0002 | 1.2734 | -0.0030 | 1.0895 | +1.9400 | 148.52 | -0.2580 | 17.007 | +0.0007 | 1.6448 | +0.4900 | 99.500 | -0.1700 | 18.842 | -0.5000 | 1249.5 | -1.2488 | 34.648 | -0.3520 | 83.008 | +0.0332 | 4.7021 |
| 3Q24 | 103.24 | -0.0026 | 1.5204 | +0.0307 | 5.0710 | -0.0014 | 1.3512 | +0.0005 | 1.1377 | -0.0150 | 7.0822 | +0.0002 | 1.2736 | +0.0025 | 1.0920 | -1.6200 | 146.90 | +0.1730 | 17.180 | -0.0004 | 1.6444 | -0.4700 | 99.030 | +0.1130 | 18.955 | +0.5000 | 1250.0 | +1.2189 | 35.867 | +0.2480 | 83.256 | -0.0245 | 4.6776 |
| 4Q24 | 102.88 | -0.0026 | 1.5178 | +0.0399 | 5.1109 | -0.0015 | 1.3497 | +0.0103 | 1.1480 | -0.0271 | 7.0551 | +0.0007 | 1.2743 | +0.0034 | 1.0954 | -1.8600 | 145.04 | +0.2320 | 17.412 | +0.0002 | 1.6446 | -0.1020 | 98.928 | +0.1650 | 19.120 | - | 1250.0 | +3.8321 | 39.699 | +0.2760 | 83.532 | -0.0158 | 4.6618 |
| 1Q25 | 102.69 | -0.0030 | 1.5148 | +0.0129 | 5.1238 | -0.0016 | 1.3481 | +0.0111 | 1.1591 | -0.0342 | 7.0209 | +0.0007 | 1.2750 | +0.0048 | 1.1002 | -2.1800 | 142.86 | - | 17.506 | -0.0008 | 1.6438 | +3.1410 | 102.07 | +0.1580 | 19.278 | - | 1250.0 | +3.9753 | 43.674 | +0.7370 | 84.269 | +0.0100 | 4.6718 |
| 2Q25 | 101.72 | - | 1.5127 | - | 5.1585 | - | 1.3483 | - | 1.1708 | - | 6.9943 | - | 1.2759 | - | 1.1052 | - | 142.87 | - | 17.786 | - | 1.6442 | - | 106.28 | - | 19.134 | - | 1250.0 | - | 47.582 | - | 86.630 | - | 4.7039 |
| 2024 | 103.16 | +0.0080 | 1.5207 | -0.0903 | 5.0682 | +0.0031 | 1.3514 | -0.0309 | 1.1399 | +0.0868 | 7.0811 | -0.0022 | 1.2737 | -0.0134 | 1.0918 | +4.1900 | 147.06 | -0.6230 | 17.163 | +0.0002 | 1.6444 | -7.8900 | 98.388 | -0.1830 | 18.951 | +35.000 | 1285.0 | -11.293 | 36.290 | -3.3960 | 83.234 | -0.0198 | 4.6841 |
| 2025 | 101.44 | -0.0060 | 1.5147 | +0.1597 | 5.2279 | -0.0026 | 1.3488 | +0.0365 | 1.1764 | -0.0966 | 6.9845 | +0.0013 | 1.2750 | +0.0116 | 1.1034 | -4.1400 | 142.92 | +1.0780 | 18.241 | -0.0003 | 1.6441 | +5.7860 | 104.17 | -0.6440 | 18.307 | -35.000 | 1250.0 | +12.687 | 48.976 | +7.4900 | 90.724 | +0.0754 | 4.7595 |
| 2026 | 99.090 | -0.0080 | 1.5067 | +0.1595 | 5.3874 | -0.0098 | 1.3390 | +0.0496 | 1.2260 | -0.1067 | 6.8778 | -0.0157 | 1.2593 | -0.0126 | 1.0908 | +0.8200 | 143.74 | +0.8450 | 19.086 | +0.0029 | 1.6470 | - | 109.29 | +2.4720 | 20.779 | - | 1250.0 | +17.639 | 66.615 | +57.736 | 148.46 | -0.0986 | 4.6609 |
| 2027 | 97.319 | -3.8000 | 1.5029 | +0.1329 | 5.5203 | -4.9000 | 1.3341 | +0.0327 | 1.2587 | -8.2600 | 6.7952 | -4.9100 | 1.2102 | -4.2800 | 1.0480 | +2.0800 | 145.82 | +0.9130 | 19.999 | +1.8000 | 1.6488 | - | 132.69 | +0.7790 | 21.558 | - | 1250.0 | +12.235 | 78.850 | +127.66 | 276.12 | - | - |
| SPOT |
|---|
| MAR24 |
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| SEP24 |
| 2Q24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |