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Cbonds API
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USD/JPY 2M FX Swap Points (Mid)

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daily
swap point
UTC+3
Previous value
on 14/09/2026
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(215545, date)

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Subgroup indices

Index Current value Date
USD/JPY S/N FX Swap Points (Mid) -1.185 swap point 15/09/2026
USD/JPY 1W FX Swap Points (Mid) -10.26654 swap point 15/09/2026
USD/JPY 1M FX Swap Points (Mid) -37.11 swap point 15/09/2026
USD/JPY 2M FX Swap Points (Mid) -75.10249 swap point 15/09/2026
USD/JPY 3M FX Swap Points (Mid) -112.41443 swap point 15/09/2026
USD/JPY 6M FX Swap Points (Mid) -226.63 swap point 15/09/2026
USD/JPY 1Y FX Swap Points (Mid) -453.55 swap point 15/09/2026
USD/JPY 2Y FX Swap Points (Mid) -865.21 swap point 15/09/2026
USD/JPY 3Y FX Swap Points (Mid) -1,217.485 swap point 15/09/2026
USD/JPY 4Y FX Swap Points (Mid) -1,524.345 swap point 15/09/2026
USD/JPY 5Y FX Swap Points (Mid) -1,799.8 swap point 15/09/2026
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The composition of the index list

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