FOREX - Calendar swap assessments
Worldwide foreign exchange calendar swap assessments, based on CME foreign exchange futures.
Because you are not logged, data on display are delayed by 60 days. To get your credentials for the first time please go to the subscription section.
last update: 2024-04-02 23:00:02 GMT
In order to view this page with updated realtime data, you need to be logged with subscriber credential.
No credentials yet ?
Please click below to proceed with paying subscription. close
No credentials yet ?
Please click below to proceed with paying subscription. close
| % | 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 | - | 1.5406 | - | 5.0546 | - | 1.3578 | - | 1.1025 | - | 7.2347 | - | 1.2543 | - | 1.0767 | - | 151.73 | - | 16.614 | - | 1.6821 | - | 92.408 | - | 18.946 | - | 1353.3 | - | 32.275 | - | 83.353 | - | 4.7475 |
| APR24 | 105.03 | -0.0002 | 1.5404 | -0.0493 | 5.0053 | +0.0002 | 1.3580 | +0.0017 | 1.1042 | -0.1223 | 7.1124 | -0.0002 | 1.2541 | - | 1.0767 | -0.2100 | 151.52 | +0.0800 | 16.694 | +0.0005 | 1.6826 | +0.9730 | 93.381 | +0.0290 | 18.975 | +75.300 | 1428.6 | +0.2777 | 32.553 | +0.0990 | 83.452 | - | 4.7475 |
| MAY24 | 104.44 | -0.0029 | 1.5375 | +0.0961 | 5.1014 | -0.0013 | 1.3567 | +0.0218 | 1.1260 | +0.0101 | 7.1225 | +0.0008 | 1.2549 | - | 1.0796 | - | 151.52 | +0.0560 | 16.750 | -0.0032 | 1.6794 | +4.5590 | 97.940 | +0.0360 | 19.011 | - | 1428.6 | +1.2882 | 33.841 | +0.0830 | 83.535 | -0.0098 | 4.7377 |
| JUN24 | 104.43 | +0.0007 | 1.5382 | -0.0072 | 5.0942 | +0.0002 | 1.3569 | -0.0004 | 1.1256 | -0.0024 | 7.1201 | -0.0002 | 1.2547 | - | 1.0784 | -0.5700 | 150.95 | +0.0150 | 16.765 | +0.0007 | 1.6801 | +0.0570 | 97.997 | +0.0730 | 19.084 | - | 1428.6 | +1.2465 | 35.088 | -0.0180 | 83.517 | +0.0001 | 4.7378 |
| JUL24 | 104.43 | -0.0006 | 1.5376 | -0.0073 | 5.0869 | -0.0004 | 1.3565 | -0.0002 | 1.1254 | +0.0024 | 7.1225 | +0.0001 | 1.2548 | - | 1.0840 | -1.1100 | 149.84 | +0.0830 | 16.848 | +0.0004 | 1.6805 | +0.0300 | 98.027 | -0.0100 | 19.074 | - | 1428.6 | +3.8093 | 38.897 | +0.0580 | 83.575 | -0.0091 | 4.7287 |
| AUG24 | 104.43 | +0.0004 | 1.5380 | +0.0230 | 5.1099 | -0.0002 | 1.3563 | -0.0001 | 1.1253 | -0.0013 | 7.1212 | - | 1.2548 | - | 1.0880 | -0.5900 | 149.25 | +0.0800 | 16.928 | +0.0002 | 1.6807 | +0.0110 | 98.038 | +0.0560 | 19.130 | - | 1428.6 | +0.0119 | 38.909 | +0.1040 | 83.679 | -0.0092 | 4.7195 |
| SEP24 | 104.43 | -0.0012 | 1.5368 | +0.0152 | 5.1251 | -0.0004 | 1.3559 | - | 1.1253 | -0.0038 | 7.1174 | +0.0002 | 1.2550 | - | 1.0910 | -0.4900 | 148.76 | +0.0800 | 17.008 | - | 1.6807 | +0.0010 | 98.039 | +0.0550 | 19.185 | - | 1428.6 | +0.0016 | 38.911 | +0.1300 | 83.809 | -0.0094 | 4.7101 |
| OCT24 | 104.42 | - | 1.5337 | - | 5.1393 | - | 1.3543 | - | 1.1253 | - | 7.1124 | - | 1.2557 | - | 1.0960 | - | 147.06 | - | 17.086 | - | 1.6807 | - | 98.041 | - | 19.240 | - | 1428.6 | - | 38.912 | - | 83.937 | - | 4.7016 |
| 3Q24 | 104.43 | +0.0038 | 1.5375 | -0.0320 | 5.1073 | +0.0019 | 1.3562 | - | 1.1253 | +0.0080 | 7.1204 | -0.0009 | 1.2548 | - | 1.1007 | +2.2200 | 149.28 | -0.1580 | 16.928 | -0.0001 | 1.6806 | -0.0060 | 98.035 | -0.1100 | 19.130 | - | 1428.6 | -0.0068 | 38.906 | -0.2490 | 83.688 | +0.0179 | 4.7195 |
| 4Q24 | 104.42 | -0.0033 | 1.5342 | +0.0465 | 5.1538 | -0.0017 | 1.3545 | -0.0001 | 1.1252 | -0.0164 | 7.1040 | +0.0009 | 1.2557 | - | 1.1055 | -1.9000 | 147.38 | +0.2420 | 17.170 | +0.0003 | 1.6809 | +0.0230 | 98.058 | +0.1750 | 19.305 | - | 1428.6 | +0.0255 | 38.931 | +0.3290 | 84.017 | -0.0238 | 4.6957 |
| 1Q25 | 104.03 | -0.0020 | 1.5322 | +0.0112 | 5.1650 | -0.0013 | 1.3532 | +0.0116 | 1.1368 | -0.0273 | 7.0767 | +0.0009 | 1.2566 | - | 1.1103 | -0.5600 | 146.82 | +0.2310 | 17.401 | +0.0008 | 1.6817 | +2.9800 | 101.04 | +0.1660 | 19.471 | -58.000 | 1370.6 | +3.9274 | 42.858 | -0.2320 | 83.785 | -0.0141 | 4.6816 |
| 2Q25 | 103.82 | -0.0022 | 1.5300 | -0.0175 | 5.1475 | -0.0020 | 1.3512 | +0.0111 | 1.1479 | -0.0269 | 7.0498 | +0.0011 | 1.2577 | - | 1.1151 | -1.8800 | 144.94 | +0.2030 | 17.604 | +0.0001 | 1.6818 | +4.2730 | 105.31 | +0.1620 | 19.633 | -120.60 | 1250.0 | +3.4700 | 46.328 | -1.1530 | 82.632 | -0.0474 | 4.6342 |
| 3Q25 | 103.09 | - | 1.5306 | - | 5.0999 | - | 1.3531 | - | 1.1580 | - | 7.0181 | - | 1.2577 | - | 1.1200 | - | 145.04 | - | 17.437 | - | 1.6821 | - | 105.43 | - | 19.766 | - | 1250.0 | - | 49.970 | - | 79.906 | - | 4.5223 |
| 2024 | 104.49 | +0.0062 | 1.5368 | +0.0094 | 5.1093 | +0.0029 | 1.3560 | -0.0350 | 1.1230 | +0.0961 | 7.1142 | -0.0027 | 1.2550 | - | 1.1250 | +4.2900 | 149.33 | -0.4920 | 16.945 | -0.0014 | 1.6807 | - | 97.511 | -0.6130 | 19.153 | +178.60 | 1428.6 | -12.749 | 37.221 | +3.8290 | 83.735 | +0.1964 | 4.7187 |
| 2025 | 103.42 | -0.0055 | 1.5313 | -0.0043 | 5.1050 | -0.0018 | 1.3542 | +0.0296 | 1.1526 | -0.0834 | 7.0308 | +0.0024 | 1.2574 | - | 1.1299 | -3.7900 | 145.54 | +0.6850 | 17.630 | +0.0012 | 1.6819 | +5.6630 | 103.17 | +0.5820 | 19.735 | -148.40 | 1280.2 | +11.116 | 48.337 | -3.4160 | 80.319 | -0.1794 | 4.5393 |
| 2026 | 101.84 | -0.0101 | 1.5212 | +0.2826 | 5.3876 | -0.0055 | 1.3487 | +0.0469 | 1.1995 | -0.1371 | 6.8937 | -0.0002 | 1.2572 | - | 1.1348 | +2.8100 | 148.35 | +0.9140 | 18.544 | +0.0013 | 1.6832 | - | 109.29 | +0.7550 | 20.490 | -30.200 | 1250.0 | +16.055 | 64.392 | -34.487 | 45.832 | -0.2390 | 4.3003 |
| 2027 | 100.60 | -7.5000 | 1.5137 | +0.1743 | 5.5619 | -4.1000 | 1.3446 | +0.0361 | 1.2356 | -5.4400 | 6.8393 | -1.6000 | 1.2556 | - | 1.1397 | +11.020 | 159.37 | +0.6560 | 19.200 | +10.0000 | 1.6842 | - | 132.69 | +0.6100 | 21.100 | - | 1250.0 | +12.060 | 76.452 | -86.105 | -40.273 | - | - |
| SPOT |
|---|
| APR24 |
| MAY24 |
| JUN24 |
| JUL24 |
| AUG24 |
| SEP24 |
| OCT24 |
| 3Q24 |
| 4Q24 |
| 1Q25 |
| 2Q25 |
| 3Q25 |
| 2024 |
| 2025 |
| 2026 |
| 2027 |