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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.
La valeur de l'indice peut être extrait via le Cbonds add-in pour Excel en utilisant la formule CbondsIndexValue(215519, date)
Add-in Cbonds| Indice | Dernière valeur | Date |
|---|---|---|
| USD/ILS S/N FX Swap Points (Mid) | 0,165 swap point | 04/06/2026 |
| USD/ILS 1W FX Swap Points (Mid) | -0,075 swap point | 04/06/2026 |
| USD/ILS 1M FX Swap Points (Mid) | -6,725 swap point | 04/06/2026 |
| USD/ILS 2M FX Swap Points (Mid) | -22,0057 swap point | 04/06/2026 |
| USD/ILS 3M FX Swap Points (Mid) | -41,625 swap point | 04/06/2026 |
| USD/ILS 6M FX Swap Points (Mid) | -109,83 swap point | 04/06/2026 |
| USD/ILS 1Y FX Swap Points (Mid) | -307,91268 swap point | 04/06/2026 |
| USD/ILS 2Y FX Swap Points (Mid) | -756,645 swap point | 04/06/2026 |
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