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USD/CNY O/N FX Forward Rate

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daily
CNY
UTC+3
Previous value
on 31/08/2026
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(165349, date)

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Subgroup indices

Index Current value Date
USD/CNY O/N FX Forward Rate 6.7227 CNY 01/09/2026
USD/CNY T/N FX Forward Rate 6.7223 CNY 01/09/2026
USD/CNY S/N FX Forward Rate 6.7214 CNY 01/09/2026
USD/CNY 1W FX Forward Rate 6.7187 CNY 01/09/2026
USD/CNY 2W FX Forward Rate 6.7156 CNY 01/09/2026
USD/CNY 3W FX Forward Rate 6.7124 CNY 01/09/2026
USD/CNY 1M FX Forward Rate 6.7058 CNY 01/09/2026
USD/CNY 2M FX Forward Rate 6.6934 CNY 01/09/2026
USD/CNY 3M FX Forward Rate 6.679 CNY 01/09/2026
USD/CNY 4M FX Forward Rate 6.6633 CNY 01/09/2026
USD/CNY 5M FX Forward Rate 6.6484 CNY 01/09/2026
USD/CNY 6M FX Forward Rate 6.6342 CNY 01/09/2026
USD/CNY 9M FX Forward Rate 6.5868 CNY 01/09/2026
USD/CNY 1Y FX Forward Rate 6.5381 CNY 01/09/2026
USD/CNY 18M FX Forward Rate 6.4443 CNY 01/09/2026
USD/CNY 2Y FX Forward Rate 6.3497 CNY 01/09/2026
USD/CNY 3Y FX Forward Rate 6.1735 CNY 01/09/2026
USD/CNY 4Y FX Forward Rate 5.9969 CNY 01/09/2026
USD/CNY 5Y FX Forward Rate 5.8219 CNY 01/09/2026
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