Can ->Could
- He can swim
- REPORTED SPEECH: Mike said he could swim
May ->Might
- He may swim
- REPORTED SPEECH: Mike said he migth swim
Must ->Had
- He must swim
- REPORTED SPEECH: Mike said he had to swim
Needn't * ->Did not need
- He needn't swim
- REPORTED SPEECH: Mike said he didn't need to swim
*needn't is a different way of saying: don't need.
- You needn't worry! I will take care of this = You don't need to worry ...
The following modals do not change: Would, could, might, ought to, needn't have, must have, used to.