USD/JPY O/N FX Forward Rate
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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(165551, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| USD/JPY O/N FX Forward Rate | 156.9624 JPY | 30/09/2026 |
| USD/JPY T/N FX Forward Rate | 156.9467 JPY | 30/09/2026 |
| USD/JPY S/N FX Forward Rate | 156.8982 JPY | 30/09/2026 |
| USD/JPY 1W FX Forward Rate | 156.8496 JPY | 30/09/2026 |
| USD/JPY 2W FX Forward Rate | 156.7648 JPY | 30/09/2026 |
| USD/JPY 3W FX Forward Rate | 156.6796 JPY | 30/09/2026 |
| USD/JPY 1M FX Forward Rate | 156.5528 JPY | 30/09/2026 |
| USD/JPY 2M FX Forward Rate | 156.1775 JPY | 30/09/2026 |
| USD/JPY 3M FX Forward Rate | 155.728 JPY | 30/09/2026 |
| USD/JPY 4M FX Forward Rate | 155.3626 JPY | 30/09/2026 |
| USD/JPY 5M FX Forward Rate | 155.0021 JPY | 30/09/2026 |
| USD/JPY 6M FX Forward Rate | 154.602 JPY | 30/09/2026 |
| USD/JPY 9M FX Forward Rate | 153.4182 JPY | 30/09/2026 |
| USD/JPY 1Y FX Forward Rate | 152.2055 JPY | 30/09/2026 |