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(215619, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| USD/NOK S/N FX Swap Points (Mid) | 1.10784 swap point | 29/07/2026 |
| USD/NOK 1W FX Swap Points (Mid) | 7.21549 swap point | 29/07/2026 |
| USD/NOK 1M FX Swap Points (Mid) | 39.0949 swap point | 29/07/2026 |
| USD/NOK 2M FX Swap Points (Mid) | 77.60972 swap point | 29/07/2026 |
| USD/NOK 3M FX Swap Points (Mid) | 117.64454 swap point | 29/07/2026 |
| USD/NOK 6M FX Swap Points (Mid) | 221.48465 swap point | 29/07/2026 |
| USD/NOK 1Y FX Swap Points (Mid) | 410.52795 swap point | 29/07/2026 |
| USD/NOK 2Y FX Swap Points (Mid) | 684.54495 swap point | 29/07/2026 |
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