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Cbonds API
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USD/NZD 1Y FX Swap Points (Mid)

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daily
swap point
UTC+3
Previous value
on 04/09/2026
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(215637, date)

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Subgroup indices

Index Current value Date
USD/NZD S/N FX Swap Points (Mid) 0.118 swap point 07/09/2026
USD/NZD 1W FX Swap Points (Mid) 0.895 swap point 07/09/2026
USD/NZD 1M FX Swap Points (Mid) 4.43998 swap point 07/09/2026
USD/NZD 2M FX Swap Points (Mid) 9.495 swap point 07/09/2026
USD/NZD 3M FX Swap Points (Mid) 14.05 swap point 07/09/2026
USD/NZD 6M FX Swap Points (Mid) 27.35 swap point 07/09/2026
USD/NZD 1Y FX Swap Points (Mid) 49.68 swap point 07/09/2026
USD/NZD 2Y FX Swap Points (Mid) 74.91209 swap point 07/09/2026

The composition of the index list

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