Currency Interest Swap Rates

Currency Interest Swap Rates

The following table shows the average swap rates on currency pairs. Rates shown are averaged across all brokers.
Symbol Name Long Swap Short Swap
AUDCADAustralian Dollar / Canadian Dollar0.687%-2.236%
AUDCHFAustralian Dollar / Swiss Franc1.733%-4.381%
AUDJPYAustralian Dollar / Japanese Yen1.317%-3.713%
AUDNZDAustralian Dollar / New Zealand Dollar-1.078%-0.407%
AUDSGDAustralian Dollar / Singapore Dollar-0.458%-5.188%
AUDUSDAustralian Dollar / United States Dollar0.964%-2.975%
CADCHFCanadian Dollar / Swiss Franc0.436%-1.994%
CADJPYCanadian Dollar / Japanese Yen0.042%-1.370%
CHFJPYSwiss Franc / Japanese Yen-1.197%-0.228%
CHFSGDSwiss Franc / Singapore Dollar-2.636%-0.352%
EURAUDEuro / Australian Dollar-3.269%1.180%
EURCADEuro / Canadian Dollar-1.446%0.202%
EURCHFEuro / Swiss Franc-0.303%-1.328%
EURGBPEuro / British Pound-1.037%-0.109%
EURHKDEuro / Hong Kong Dollar-4.265%0.686%
EURJPYEuro / Japanese Yen-0.599%-0.453%
EURNZDEuro / New Zealand Dollar-4.090%1.645%
EURSGDEuro / Singapore Dollar-1.999%-0.729%
EURUSDEuro / United States Dollar-1.356%0.056%
GBPAUDBritish Pound / Australian Dollar-3.431%0.142%
GBPCADBritish Pound / Canadian Dollar-0.766%-0.394%
GBPCHFBritish Pound / Swiss Franc0.269%-1.722%
GBPJPYBritish Pound / Japanese Yen-0.006%-1.336%
GBPNZDBritish Pound / New Zealand Dollar-3.332%1.386%
GBPSGDBritish Pound / Singapore Dollar-1.775%-1.353%
GBPUSDBritish Pound / United States Dollar-0.627%-0.550%
NZDCADNew Zealand Dollar / Canadian Dollar0.996%-2.846%
NZDCHFNew Zealand Dollar / Swiss Franc1.869%-4.935%
NZDJPYNew Zealand Dollar / Japanese Yen1.576%-3.764%
NZDSGDNew Zealand Dollar / Singapore Dollar-0.846%-2.874%
NZDUSDNew Zealand Dollar / United States Dollar1.146%-3.284%
SGDJPYSingapore Dollar / Japanese Yen-0.402%-1.675%
USDCADUnited States Dollar / Canadian Dollar-0.706%-0.445%
USDCHFUnited States Dollar / Swiss Franc0.203%-1.822%
USDHKDUnited States Dollar / Hong Kong Dollar-0.597%-0.824%
USDJPYUnited States Dollar / Japanese Yen-0.107%-1.163%
USDSGDUnited States Dollar / Singapore Dollar-0.933%-0.395%
Data as of: 2016-12-01