FRA40 Swap Rate

CAC40 swap rates at Afterprime
Long -1.275 EUR, Short 0.073 EUR per standard lot.

Calculate your overnight holding cost before you trade FRA40.
Long (Buy)Short (Sell)
Swap Rate-1.2750.073
Per Standard Lot-1.275 EUR0.073 EUR
Triple Swap DayFridayFriday
Last Updated: 03 Jun 2026. Swap rates reflect Afterprime's raw interbank cost structure with zero markup.
Swap Cost Calculator

Model the current overnight carry for FRA40 using the live long and short swap values.
Use the detailed Swap Calculator if you prefer.

Trade Direction

Long swap cost = -1.275 EUR

Current overnight holding cost is -1.275 EUR per lot per night.

Positive carry

Holding a sell position on FRA40 overnight earns you +0.073 EUR per standard lot per night at current rates.

This is a carry trade opportunity. Your position generates income rather than incurring a cost while rates remain at these levels.

FRA40 Swaps FAQs.

What is the swap rate for FRA40?+

Afterprime's current FRA40 swap rates are -1.275 (long) and 0.073 (short) per standard lot per night, denominated in EUR.

When is the triple swap applied to FRA40?+

Triple swap is charged on [Wednesday/Friday] to account for the Saturday and Sunday settlement period.

How do I calculate my FRA40 overnight holding cost?+

Multiply the swap rate by your lot size and nights held. Example: 2 lots long for 3 nights = -7.6499999999999995 EUR.

Does FRA40 have a positive or negative swap?+

The long swap on FRA40 is -1.275 EUR per lot per night — a cost on overnight buy positions.