VIX Swap Rate

Volatility Index swap rates at Afterprime
Long -0.116 USD, Short 0.051 USD per standard lot.

Calculate your overnight holding cost before you trade VIX.
Long (Buy)Short (Sell)
Swap Rate-0.1160.051
Per Standard Lot-0.116 USD0.051 USD
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 VIX using the live long and short swap values.
Use the detailed Swap Calculator if you prefer.

Trade Direction

Long swap cost = -0.116 USD

Current overnight holding cost is -0.116 USD per lot per night.

Positive carry

Holding a sell position on VIX overnight earns you +0.051 USD 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.

VIX Swaps FAQs.

What is the swap rate for VIX?+

Afterprime's current VIX swap rates are -0.116 (long) and 0.051 (short) per standard lot per night, denominated in USD.

When is the triple swap applied to VIX?+

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

How do I calculate my VIX overnight holding cost?+

Multiply the swap rate by your lot size and nights held. Example: 2 lots long for 3 nights = -0.6960000000000001 USD.

Does VIX have a positive or negative swap?+

The long swap on VIX is -0.116 USD per lot per night — a cost on overnight buy positions.