AUD/USD 5Y FX Swap Points (Mid)

Name: AUD/USD 5Y FX Swap Points (Mid)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

swap point

UTC+3

Previous value

on 13/08/2026

from

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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.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(215305, date)

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Subgroup indices

Index	Current value	Date
AUD/USD S/N FX Swap Points (Mid)	-0.115 swap point	14/08/2026
AUD/USD 1W FX Swap Points (Mid)	-0.8486 swap point	14/08/2026
AUD/USD 1M FX Swap Points (Mid)	-3.84 swap point	14/08/2026
AUD/USD 2M FX Swap Points (Mid)	-7.56918 swap point	14/08/2026
AUD/USD 3M FX Swap Points (Mid)	-11.09 swap point	14/08/2026
AUD/USD 6M FX Swap Points (Mid)	-21.61 swap point	14/08/2026
AUD/USD 1Y FX Swap Points (Mid)	-40.19846 swap point	14/08/2026
AUD/USD 2Y FX Swap Points (Mid)	-71.19484 swap point	14/08/2026
AUD/USD 3Y FX Swap Points (Mid)	-101.275 swap point	14/08/2026
AUD/USD 4Y FX Swap Points (Mid)	-138.085 swap point	14/08/2026
AUD/USD 5Y FX Swap Points (Mid)	-179.19 swap point	14/08/2026

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