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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(165411, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| EUR/CNY O/N FX Forward Rate | 7.6947 CNY | 28/07/2026 |
| EUR/CNY T/N FX Forward Rate | 7.6944 CNY | 28/07/2026 |
| EUR/CNY S/N FX Forward Rate | 7.6938 CNY | 28/07/2026 |
| EUR/CNY 1W FX Forward Rate | 7.6924 CNY | 28/07/2026 |
| EUR/CNY 2W FX Forward Rate | 7.6909 CNY | 28/07/2026 |
| EUR/CNY 3W FX Forward Rate | 7.6896 CNY | 28/07/2026 |
| EUR/CNY 1M FX Forward Rate | 7.6871 CNY | 28/07/2026 |
| EUR/CNY 2M FX Forward Rate | 7.6806 CNY | 28/07/2026 |
| EUR/CNY 3M FX Forward Rate | 7.6734 CNY | 28/07/2026 |
| EUR/CNY 4M FX Forward Rate | 7.6658 CNY | 28/07/2026 |
| EUR/CNY 5M FX Forward Rate | 7.6585 CNY | 28/07/2026 |
| EUR/CNY 6M FX Forward Rate | 7.6513 CNY | 28/07/2026 |
| EUR/CNY 9M FX Forward Rate | 7.6265 CNY | 28/07/2026 |
| EUR/CNY 1Y FX Forward Rate | 7.6006 CNY | 28/07/2026 |
| EUR/CNY 18M FX Forward Rate | 7.5522 CNY | 28/07/2026 |
| EUR/CNY 2Y FX Forward Rate | 7.4977 CNY | 28/07/2026 |
| EUR/CNY 3Y FX Forward Rate | 7.3978 CNY | 28/07/2026 |
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