| Long (Buy) | Short (Sell) | |
|---|---|---|
| Swap Rate | 17.87 | -126.873 |
| Per Standard Lot | 17.87 CNH | -126.873 CNH |
| Triple Swap Day | Wednesday | Wednesday |
Model the current overnight carry for USDCNH using the live long and short swap values.
Use the detailed Swap Calculator if you prefer.
Long swap cost = +17.87 CNH
You earn +17.87 CNH per lot per night at current rates.
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 USDCNH swap rates are 17.87 (long) and -126.873 (short) per standard lot per night, denominated in CNH.
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 = 107.22 CNH.
The long swap on USDCNH is 17.87 CNH per lot per night — a cost on overnight buy positions.