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USD/CNY O/N FX Forward Rate

Name: USD/CNY O/N FX Forward Rate
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

CNY

UTC+3

Previous value

on 09/10/2026

from

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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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Subgroup indices

Index	Current value	Date
USD/CNY O/N FX Forward Rate	6.6938 CNY	12/10/2026
USD/CNY T/N FX Forward Rate	6.6933 CNY	12/10/2026
USD/CNY S/N FX Forward Rate	6.6924 CNY	12/10/2026
USD/CNY 1W FX Forward Rate	6.6895 CNY	12/10/2026
USD/CNY 2W FX Forward Rate	6.6862 CNY	12/10/2026
USD/CNY 3W FX Forward Rate	6.6827 CNY	12/10/2026
USD/CNY 1M FX Forward Rate	6.6768 CNY	12/10/2026
USD/CNY 2M FX Forward Rate	6.6629 CNY	12/10/2026
USD/CNY 3M FX Forward Rate	6.6463 CNY	12/10/2026
USD/CNY 4M FX Forward Rate	6.6286 CNY	12/10/2026
USD/CNY 5M FX Forward Rate	6.6142 CNY	12/10/2026
USD/CNY 6M FX Forward Rate	6.5975 CNY	12/10/2026
USD/CNY 9M FX Forward Rate	6.5447 CNY	12/10/2026
USD/CNY 1Y FX Forward Rate	6.4892 CNY	12/10/2026
USD/CNY 18M FX Forward Rate	6.3784 CNY	12/10/2026
USD/CNY 2Y FX Forward Rate	6.2679 CNY	12/10/2026
USD/CNY 3Y FX Forward Rate	6.0579 CNY	12/10/2026
USD/CNY 4Y FX Forward Rate	5.8609 CNY	12/10/2026
USD/CNY 5Y FX Forward Rate	5.6629 CNY	12/10/2026