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Cbonds API
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USD/CAD 6M FX Swap Points (Mid)

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daily
swap point
UTC+3
Previous value
on 29/09/2026
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.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(215339, date)

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Subgroup indices

Index Current value Date
USD/CAD S/N FX Swap Points (Mid) -0.685 swap point 30/09/2026
USD/CAD 1W FX Swap Points (Mid) -4.8199 swap point 30/09/2026
USD/CAD 1M FX Swap Points (Mid) -22.18 swap point 30/09/2026
USD/CAD 2M FX Swap Points (Mid) -42.215 swap point 30/09/2026
USD/CAD 3M FX Swap Points (Mid) -67.04501 swap point 30/09/2026
USD/CAD 6M FX Swap Points (Mid) -124.72501 swap point 30/09/2026
USD/CAD 1Y FX Swap Points (Mid) -238.78001 swap point 30/09/2026
USD/CAD 2Y FX Swap Points (Mid) -420.70508 swap point 30/09/2026

The composition of the index list

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