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Cbonds API
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EUR/USD 5Y FX Swap Points (Mid)

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daily
swap point
UTC+3
Previous value
on 16/09/2026
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(215451, date)

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Subgroup indices

Index Current value Date
EUR/USD S/N FX Swap Points (Mid) 1.36992 swap point 17/09/2026
EUR/USD 1W FX Swap Points (Mid) 3.185 swap point 17/09/2026
EUR/USD 1M FX Swap Points (Mid) 14.29081 swap point 17/09/2026
EUR/USD 2M FX Swap Points (Mid) 28.4222 swap point 17/09/2026
EUR/USD 3M FX Swap Points (Mid) 42.67 swap point 17/09/2026
EUR/USD 6M FX Swap Points (Mid) 84.62 swap point 17/09/2026
EUR/USD 1Y FX Swap Points (Mid) 168.4185 swap point 17/09/2026
EUR/USD 2Y FX Swap Points (Mid) 332.51 swap point 17/09/2026
EUR/USD 3Y FX Swap Points (Mid) 495.055 swap point 17/09/2026
EUR/USD 4Y FX Swap Points (Mid) 652.615 swap point 17/09/2026
EUR/USD 5Y FX Swap Points (Mid) 830.645 swap point 17/09/2026
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The composition of the index list

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