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AUD/USD 2M FX Swap Points

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daily
swap point
UTC+3
Previous value
on 14/08/2026
from
to
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Index description

FX Swap Points captured at the close of the Beijing business day. The values represent the implied interest rate differential between the underlying currency and the Chinese yuan (or US Dollar) for the specific settlement horizon. Serving as a primary input for forward curve construction and daily Mark-to-Market valuation, these data points provide an institutional-grade benchmark for analyzing funding costs and liquidity at the end of the Beijing session.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(165021, date)

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Subgroup indices

Index Current value Date
AUD/USD O/N FX Swap Points -0.06 swap point 17/08/2026
AUD/USD T/N FX Swap Points -0.05 swap point 17/08/2026
AUD/USD S/N FX Swap Points -0.09 swap point 17/08/2026
AUD/USD 1W FX Swap Points -0.7 swap point 17/08/2026
AUD/USD 2W FX Swap Points -1.56 swap point 17/08/2026
AUD/USD 3W FX Swap Points -2.42 swap point 17/08/2026
AUD/USD 1M FX Swap Points -3.94 swap point 17/08/2026
AUD/USD 2M FX Swap Points -7.23 swap point 17/08/2026
AUD/USD 3M FX Swap Points -11.09 swap point 17/08/2026
AUD/USD 4M FX Swap Points -15.13 swap point 17/08/2026
AUD/USD 5M FX Swap Points -18.28 swap point 17/08/2026
AUD/USD 6M FX Swap Points -21.9 swap point 17/08/2026
AUD/USD 9M FX Swap Points -31.86 swap point 17/08/2026
AUD/USD 1Y FX Swap Points -41.05 swap point 17/08/2026
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