| Long (Buy) | Short (Sell) | |
|---|---|---|
| Swap Rate | -2.252 | 0.355 |
| Per Standard Lot | -2.252 GBP | 0.355 GBP |
| Triple Swap Day | Friday | Friday |
Model the current overnight carry for UK100 using the live long and short swap values.
Use the detailed Swap Calculator if you prefer.
Long swap cost = -2.252 GBP
Current overnight holding cost is -2.252 GBP 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 UK100 swap rates are -2.252 (long) and 0.355 (short) per standard lot per night, denominated in GBP.
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 = -13.511999999999999 GBP.
The long swap on UK100 is -2.252 GBP per lot per night — a cost on overnight buy positions.