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 Dollar-1.011%-0.981%
AUDCHFAustralian Dollar / Swiss Franc0.128%-2.222%
AUDJPYAustralian Dollar / Japanese Yen-0.501%-1.542%
AUDNZDAustralian Dollar / New Zealand Dollar-1.230%-1.078%
AUDSGDAustralian Dollar / Singapore Dollar-2.416%-1.662%
AUDUSDAustralian Dollar / United States Dollar-1.089%-0.749%
CADCHFCanadian Dollar / Swiss Franc-0.138%-2.377%
CADJPYCanadian Dollar / Japanese Yen-0.389%-1.692%
CHFJPYSwiss Franc / Japanese Yen-1.523%-0.370%
CHFSGDSwiss Franc / Singapore Dollar-2.840%-0.852%
EURAUDEuro / Australian Dollar-1.791%-0.215%
EURCADEuro / Canadian Dollar-1.852%-0.148%
EURCHFEuro / Swiss Franc-0.620%-1.209%
EURGBPEuro / British Pound-1.540%-0.241%
EURHKDEuro / Hong Kong Dollar-3.275%-1.441%
EURJPYEuro / Japanese Yen-1.191%-0.634%
EURNZDEuro / New Zealand Dollar-2.007%-0.136%
EURSGDEuro / Singapore Dollar-3.173%-1.035%
EURUSDEuro / United States Dollar-1.739%-0.044%
GBPAUDBritish Pound / Australian Dollar-1.088%-0.869%
GBPCADBritish Pound / Canadian Dollar-1.081%-0.779%
GBPCHFBritish Pound / Swiss Franc-0.003%-2.051%
GBPJPYBritish Pound / Japanese Yen-0.536%-1.359%
GBPNZDBritish Pound / New Zealand Dollar-1.257%-0.675%
GBPSGDBritish Pound / Singapore Dollar-2.801%-1.789%
GBPUSDBritish Pound / United States Dollar-1.118%-0.578%
NZDCADNew Zealand Dollar / Canadian Dollar-0.811%-1.133%
NZDCHFNew Zealand Dollar / Swiss Franc0.063%-2.726%
NZDJPYNew Zealand Dollar / Japanese Yen-0.467%-1.979%
NZDSGDNew Zealand Dollar / Singapore Dollar-3.189%-3.027%
NZDUSDNew Zealand Dollar / United States Dollar-1.044%-1.013%
SGDJPYSingapore Dollar / Japanese Yen-1.062%-2.716%
USDCADUnited States Dollar / Canadian Dollar-0.694%-1.190%
USDCHFUnited States Dollar / Swiss Franc0.183%-2.361%
USDHKDUnited States Dollar / Hong Kong Dollar-1.457%-1.311%
USDJPYUnited States Dollar / Japanese Yen-0.409%-1.537%
USDSGDUnited States Dollar / Singapore Dollar-1.536%-1.924%
Data as of: 2020-09-02