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AUD/USD 1W FX Swap Points (Mid)

daily
swap point
UTC+3
Previous value
on 01/06/2026
from
to
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Index description

FX Swap Points captured at the close of the London business day. The values represent the implied interest rate differential between the underlying currency and the 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 London session.

Quotes by Market Participants

List of securities for index calculation

Subgroup indices

Index Current value Date
AUD/USD S/N FX Swap Points (Mid) -0.135 swap point 02/06/2026
AUD/USD 1W FX Swap Points (Mid) -0.97 swap point 02/06/2026
AUD/USD 1M FX Swap Points (Mid) -4.255 swap point 02/06/2026
AUD/USD 2M FX Swap Points (Mid) -8.91 swap point 02/06/2026
AUD/USD 3M FX Swap Points (Mid) -13.645 swap point 02/06/2026
AUD/USD 6M FX Swap Points (Mid) -28.45 swap point 02/06/2026
AUD/USD 1Y FX Swap Points (Mid) -54.76443 swap point 02/06/2026
AUD/USD 2Y FX Swap Points (Mid) -96.67246 swap point 02/06/2026
AUD/USD 3Y FX Swap Points (Mid) -142.81973 swap point 02/06/2026
AUD/USD 4Y FX Swap Points (Mid) -191.53077 swap point 02/06/2026
AUD/USD 5Y FX Swap Points (Mid) -245.21668 swap point 02/06/2026

The composition of the index list

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