| Long (Buy) | Short (Sell) | |
|---|---|---|
| Swap Rate | -1.275 | 0.073 |
| Per Standard Lot | -1.275 EUR | 0.073 EUR |
| Triple Swap Day | Friday | Friday |
Model the current overnight carry for FRA40 using the live long and short swap values.
Use the detailed Swap Calculator if you prefer.
Long swap cost = -1.275 EUR
Current overnight holding cost is -1.275 EUR 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 FRA40 swap rates are -1.275 (long) and 0.073 (short) per standard lot per night, denominated in EUR.
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 = -7.6499999999999995 EUR.
The long swap on FRA40 is -1.275 EUR per lot per night — a cost on overnight buy positions.