| Long (Buy) | Short (Sell) | |
|---|---|---|
| Swap Rate | -15.564 | 0.822 |
| Per Standard Lot | -15.564 JPY | 0.822 JPY |
| Triple Swap Day | Wednesday | Wednesday |
Model the current overnight carry for CHFJPY using the live long and short swap values.
Use the detailed Swap Calculator if you prefer.
Long swap cost = -15.564 JPY
Current overnight holding cost is -15.564 JPY per lot per night.
Positive carry
This is a carry trade opportunity. Your position generates income rather than incurring a cost while rates remain at these levels.
Afterprime's current CHFJPY swap rates are -15.564 (long) and 0.822 (short) per standard lot per night, denominated in JPY.
Triple swap is charged on [Wednesday/Friday] to account for the Saturday and Sunday settlement period.
Multiply the swap rate by your lot size and nights held. Example: 2 lots long for 3 nights = -93.384 JPY.
The long swap on CHFJPY is -15.564 JPY per lot per night — a cost on overnight buy positions.