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USD/CAD 2M FX Swap Points (Mid)

Name: USD/CAD 2M 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 09/09/2026

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(215335, date)

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Subgroup indices

Index	Current value	Date
USD/CAD S/N FX Swap Points (Mid)	-0.57 swap point	10/09/2026
USD/CAD 1W FX Swap Points (Mid)	-4.02003 swap point	10/09/2026
USD/CAD 1M FX Swap Points (Mid)	-20.79 swap point	10/09/2026
USD/CAD 2M FX Swap Points (Mid)	-38.725 swap point	10/09/2026
USD/CAD 3M FX Swap Points (Mid)	-57.772 swap point	10/09/2026
USD/CAD 6M FX Swap Points (Mid)	-112.6695 swap point	10/09/2026
USD/CAD 1Y FX Swap Points (Mid)	-205.515 swap point	10/09/2026
USD/CAD 2Y FX Swap Points (Mid)	-351.0735 swap point	10/09/2026