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(215515, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| USD/ILS S/N FX Swap Points (Mid) | -2.268 swap point | 30/07/2026 |
| USD/ILS 1W FX Swap Points (Mid) | -10.755 swap point | 30/07/2026 |
| USD/ILS 1M FX Swap Points (Mid) | -38.5855 swap point | 30/07/2026 |
| USD/ILS 2M FX Swap Points (Mid) | -74.197 swap point | 30/07/2026 |
| USD/ILS 3M FX Swap Points (Mid) | -111.098 swap point | 30/07/2026 |
| USD/ILS 6M FX Swap Points (Mid) | -231.13103 swap point | 30/07/2026 |
| USD/ILS 1Y FX Swap Points (Mid) | -477.089 swap point | 30/07/2026 |
| USD/ILS 2Y FX Swap Points (Mid) | -944.87019 swap point | 30/07/2026 |
Bond Screener