Everything you need for fixed income research and monitoring.
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.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(165349, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| USD/CNY O/N FX Forward Rate | 6.7463 CNY | 11/08/2026 |
| USD/CNY T/N FX Forward Rate | 6.7459 CNY | 11/08/2026 |
| USD/CNY S/N FX Forward Rate | 6.745 CNY | 11/08/2026 |
| USD/CNY 1W FX Forward Rate | 6.7423 CNY | 11/08/2026 |
| USD/CNY 2W FX Forward Rate | 6.7391 CNY | 11/08/2026 |
| USD/CNY 3W FX Forward Rate | 6.7358 CNY | 11/08/2026 |
| USD/CNY 1M FX Forward Rate | 6.7308 CNY | 11/08/2026 |
| USD/CNY 2M FX Forward Rate | 6.717 CNY | 11/08/2026 |
| USD/CNY 3M FX Forward Rate | 6.7021 CNY | 11/08/2026 |
| USD/CNY 4M FX Forward Rate | 6.6867 CNY | 11/08/2026 |
| USD/CNY 5M FX Forward Rate | 6.6723 CNY | 11/08/2026 |
| USD/CNY 6M FX Forward Rate | 6.6553 CNY | 11/08/2026 |
| USD/CNY 9M FX Forward Rate | 6.6122 CNY | 11/08/2026 |
| USD/CNY 1Y FX Forward Rate | 6.5653 CNY | 11/08/2026 |
| USD/CNY 18M FX Forward Rate | 6.472 CNY | 11/08/2026 |
| USD/CNY 2Y FX Forward Rate | 6.3823 CNY | 11/08/2026 |
| USD/CNY 3Y FX Forward Rate | 6.211 CNY | 11/08/2026 |
| USD/CNY 4Y FX Forward Rate | 6.0555 CNY | 11/08/2026 |
| USD/CNY 5Y FX Forward Rate | 5.8755 CNY | 11/08/2026 |
Bond Screener