FOLITIC / FORWARD RATES

Forward Rates

Explore published currency forwards and government bond forward curves, with dated readings and the context behind each rate.

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FX Forward Rates

Published bank quotations by pair and maturity. Select a bank to compare its bid and ask curve.

Currency pairBankBidAskBid–ask spreadBid changeObservation date

Changes compare the bid with the previous available quotation, which may not be the previous business day. Published bank quotes are indicative and may depend on client size; they are not executable offers on FOLITIC.

FX forward term structure

One bank and one observation date per curve. Bid and ask share the same unit; no spot rates are inferred.

Checking available data…
Data notes

FX quotations: Bank of Thailand’s published commercial-bank forward points, Meezan Bank and Bank Makramah treasury rate sheets. Dates and units are retained. Daily highs, lows and intraday prices are not inferred where the source does not publish them.

United States: Federal Reserve Board, Gürkaynak–Sack–Wright nominal yield-curve research data (SVENF01–SVENF30). Daily fitted observations are usually published weekly. This is a staff research product, not an official statistical release; revisions and delays are possible.

Euro area: European Central Bank. AAA and all-issuer nominal government curves use the ECB’s published instantaneous forward series. Daily TARGET-business-day observations; rates are continuously compounded. Reproduced for public information, not for price quotations or identifying trading opportunities. The ECB does not endorse FOLITIC.

Source publication schedules differ. Data is checked automatically while this page is open and cached centrally. A refresh does not change an observation’s date. If a source is unavailable, its last dated reading remains visible; older observations are identified.

The compact Fed Rate Monitor uses FOLITIC’s existing prediction-market estimates. It is separate from the yield curves and is not CME FedWatch.

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