USD/CAD S/N FX Swap Points (Mid)

Name: USD/CAD S/N 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 19/08/2026

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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Subgroup indices

Index	Current value	Date
USD/CAD S/N FX Swap Points (Mid)	-0.58 swap point	20/08/2026
USD/CAD 1W FX Swap Points (Mid)	-4.055 swap point	20/08/2026
USD/CAD 1M FX Swap Points (Mid)	-18.725 swap point	20/08/2026
USD/CAD 2M FX Swap Points (Mid)	-36.632 swap point	20/08/2026
USD/CAD 3M FX Swap Points (Mid)	-55.50209 swap point	20/08/2026
USD/CAD 6M FX Swap Points (Mid)	-111.6245 swap point	20/08/2026
USD/CAD 1Y FX Swap Points (Mid)	-199.27 swap point	20/08/2026
USD/CAD 2Y FX Swap Points (Mid)	-330.99393 swap point	20/08/2026

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