FX · FXFM
FX forward matrix.
Annualized forward carry and forward points across tenors, implied from spot and rate differentials by covered interest parity. Positive carry favours the base currency.
AI forward-carry read
Arphra AIHighest / lowest carry & how it shifts with tenorAnnualized forward carry (bps) · sorted by 12m
| Pair | Spot | 1m | 3m | 6m | 12m | 12m fwd pts |
|---|---|---|---|---|---|---|
| USDCHFUSD/CHF | 0.8063 | +376 | +376 | +376 | +376 | -292.1500 |
| AUDJPYAUD/JPY | 113.0240 | +319 | +319 | +319 | +319 | -345.0500 |
| USDJPYUSD/JPY | 161.2460 | +248 | +248 | +248 | +248 | -385.2600 |
| GBPJPYGBP/JPY | 213.2680 | +247 | +247 | +247 | +247 | -507.5500 |
| USDCNHUSD/CNH | 6.7812 | +208 | +208 | +208 | +208 | -1359.9000 |
| USDSEKUSD/SEK | 9.5689 | +176 | +176 | +176 | +176 | -1626.8300 |
| USDCADUSD/CAD | 1.4148 | +143 | +143 | +143 | +143 | -194.7200 |
| USDKRWUSD/KRW | 1529.8900 | +90 | +90 | +90 | +90 | -1327.5200 |
| AUDUSDAUD/USD | 0.7010 | +71 | +71 | +71 | +71 | -47.6600 |
| GBPUSDGBP/USD | 1.3228 | -1 | -1 | -1 | -1 | 1.2800 |
| USDNOKUSD/NOK | 9.6667 | -84 | -84 | -84 | -84 | 782.8800 |
| NZDUSDNZD/USD | 0.5737 | -109 | -109 | -109 | -109 | 60.9300 |
| USDMXNUSD/MXN | 17.2969 | -314 | -314 | -314 | -314 | 5236.4300 |
| USDZARUSD/ZAR | 16.4134 | -319 | -319 | -319 | -319 | 5048.0900 |
Carry = annualized interest-rate differential earned on the forward (covered interest parity); positive favours the base currency. Forward points are the outright − spot. Forwards are model-implied, not market-quoted. Educational, not investment advice.