Everything you need for fixed income research and monitoring.
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.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(215455, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| GBP/USD S/N FX Swap Points (Mid) | -0.08 swap point | 06/08/2026 |
| GBP/USD 1W FX Swap Points (Mid) | -0.165 swap point | 06/08/2026 |
| GBP/USD 1M FX Swap Points (Mid) | -0.58 swap point | 06/08/2026 |
| GBP/USD 2M FX Swap Points (Mid) | -0.43601 swap point | 06/08/2026 |
| GBP/USD 3M FX Swap Points (Mid) | 0.14 swap point | 06/08/2026 |
| GBP/USD 6M FX Swap Points (Mid) | 1.07 swap point | 06/08/2026 |
| GBP/USD 1Y FX Swap Points (Mid) | -0.86 swap point | 06/08/2026 |
| GBP/USD 2Y FX Swap Points (Mid) | -17.84496 swap point | 06/08/2026 |
| GBP/USD 3Y FX Swap Points (Mid) | -38.99 swap point | 06/08/2026 |
| GBP/USD 4Y FX Swap Points (Mid) | -66.3955 swap point | 06/08/2026 |
| GBP/USD 5Y FX Swap Points (Mid) | -94.82252 swap point | 06/08/2026 |
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