USD/CNY 1Y FX Swap Points (Mid)

Name: USD/CNY 1Y 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 18/08/2026

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(215395, date)

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Subgroup indices

Index	Current value	Date
USD/CNY S/N FX Swap Points (Mid)	-6.5 swap point	19/08/2026
USD/CNY 1W FX Swap Points (Mid)	-55.005 swap point	19/08/2026
USD/CNY 1M FX Swap Points (Mid)	-215 swap point	19/08/2026
USD/CNY 2M FX Swap Points (Mid)	-362.64271 swap point	19/08/2026
USD/CNY 3M FX Swap Points (Mid)	-520 swap point	19/08/2026
USD/CNY 6M FX Swap Points (Mid)	-988.04 swap point	19/08/2026
USD/CNY 1Y FX Swap Points (Mid)	-1,915 swap point	19/08/2026
USD/CNY 2Y FX Swap Points (Mid)	-3,612 swap point	19/08/2026

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