| Long (Buy) | Short (Sell) | |
|---|---|---|
| Swap Rate | -12.937 | 1.45 |
| Per Standard Lot | -12.937 SGD | 1.45 SGD |
| Triple Swap Day | Wednesday | Wednesday |
Model the current overnight carry for CHFSGD using the live long and short swap values.
Use the detailed Swap Calculator if you prefer.
Long swap cost = -12.937 SGD
Current overnight holding cost is -12.937 SGD 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 CHFSGD swap rates are -12.937 (long) and 1.45 (short) per standard lot per night, denominated in SGD.
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 = -77.622 SGD.
The long swap on CHFSGD is -12.937 SGD per lot per night — a cost on overnight buy positions.