Swap Rates

Forex positions held until their Value Date, and Interest on Unrealised Profit/Loss

Tom/Next rollover

Time of rollover
Open Spot Forex positions held at the end of a Trading Day at 17:00 New York local time will be rolled over to a new Value Date on a Tom/Next basis immediately after the change of trading day, approximately at 03:00 CET*.

*Currencies subject to special market conditions will be rolled over to a new Value Date on a Tom/Next basis approximately at 10:00 CET.

The Tom/Next credit/debit
As part of the Tom/Next rollover operation, FX positions are subject to a swap charge or credit. The calculated swap charge or credit are referred to as “Swap Point” and are added to/deducted from each FX position’s original traded rate.

The Swap Points are calculated as follows:
A proprietary Tom/Next swap rate is calculated based on a number of factors, including the interest rate* differential between the traded currencies and a Tom/Next swap feed from a Tier-1 bank. The relevant mark-up/down applicable to the client relationship is subsequently added/subtracted. The final rate is used to adjust the original traded rate.

* = Daily market overnight interest rates are used.

Interest on unrealised profit and loss:

Any unrealised profit or loss on the position being rolled is subject to an interest credit or debit.

Calculation of profit or loss:
The unrealised profit and loss is calculated as the difference between original trade rate (possibly corrected for previous Tom/Next rollovers) and the rate of the traded currency cross at 17:00 New York local time.

* For currencies subject to special market conditions the rate of the traded currency cross at 08:15 CET will be applied.

Applicable rate:
The rate is calculated based on daily market overnight interest rates plus/minus the mark-up/down applicable to the client relationship. The final rate is used to adjust the original traded rate.

Total Tom/Next overnight charge:

The total Tom/Next overnight credit/debit is the sum of the two above final rates.

Swap rates

Forex Cross Value Dates Swap Points
From To Long Positions Short Positions
AUDCAD 16-Aug-2018 17-Aug-2018 0.000016 -0.000035
AUDJPY 16-Aug-2018 17-Aug-2018 -0.0024 -0.0066
AUDNZD 16-Aug-2018 17-Aug-2018 0.000029 -0.00003
AUDUSD 16-Aug-2018 17-Aug-2018 0.000024 -0.000015
CADCHF 16-Aug-2018 17-Aug-2018 -0.000028 -0.000069
CADJPY 16-Aug-2018 17-Aug-2018 -0.0016 -0.0062
CHFJPY 16-Aug-2018 17-Aug-2018 0.0049 -0.0009
CHFNOK 16-Aug-2018 17-Aug-2018 0.000551 0.000112
EURAUD 16-Aug-2018 17-Aug-2018 0.000141 0.000061
EURCAD 16-Aug-2018 17-Aug-2018 0.00012 0.000041
EURCHF 16-Aug-2018 17-Aug-2018 0.000018 -0.00004
EURCZK 16-Aug-2018 17-Aug-2018 0.00163 0.00024
EURDKK 16-Aug-2018 17-Aug-2018 0.000154 -0.000234
EURGBP 16-Aug-2018 17-Aug-2018 0.000052 0.000006
EURJPY 16-Aug-2018 17-Aug-2018 0.0043 -0.0022
EURNOK 16-Aug-2018 17-Aug-2018 0.000529 0.000039
EURSEK 16-Aug-2018 17-Aug-2018 0.000243 -0.000289
EURUSD 16-Aug-2018 17-Aug-2018 0.000109 0.00005
GBPAUD 16-Aug-2018 17-Aug-2018 0.000101 0.000011
GBPCAD 16-Aug-2018 17-Aug-2018 0.00008 -0.000007
GBPCHF 16-Aug-2018 17-Aug-2018 -0.000021 -0.000085
GBPDKK 16-Aug-2018 17-Aug-2018 -0.000101 -0.000534
GBPJPY 16-Aug-2018 17-Aug-2018 0.0002 -0.007
GBPNOK 16-Aug-2018 17-Aug-2018 0.000242 -0.000303
GBPNZD 16-Aug-2018 17-Aug-2018 0.000111 0.000011
GBPSEK 16-Aug-2018 17-Aug-2018 -0.000109 -0.000701
GBPSGD 16-Aug-2018 17-Aug-2018 0.000112 0.000005
GBPUSD 16-Aug-2018 17-Aug-2018 0.000081 0.000016
NOKSEK 16-Aug-2018 17-Aug-2018 -0.000006 -0.000064
NZDCAD 16-Aug-2018 17-Aug-2018 0.000016 -0.000032
NZDCHF 16-Aug-2018 17-Aug-2018 -0.00003 -0.000065
NZDJPY 16-Aug-2018 17-Aug-2018 -0.0021 -0.006
NZDUSD 16-Aug-2018 17-Aug-2018 0.000022 -0.000013
USDCAD 15-Aug-2018 16-Aug-2018 0.000014 -0.000056
USDCHF 16-Aug-2018 17-Aug-2018 -0.000053 -0.000106
USDCZK 16-Aug-2018 17-Aug-2018 -0.00015 -0.0014
USDDKK 16-Aug-2018 17-Aug-2018 -0.000325 -0.000675
USDJPY 16-Aug-2018 17-Aug-2018 -0.004 -0.0098
USDNOK 16-Aug-2018 17-Aug-2018 -0.000124 -0.000565
USDSEK 16-Aug-2018 17-Aug-2018 -0.000427 -0.000906
USDSGD 16-Aug-2018 17-Aug-2018 0.000037 -0.000049
NOKJPY 16-Aug-2018 17-Aug-2018 0.00007 -0.00062
SGDJPY 16-Aug-2018 17-Aug-2018 -0.0021 -0.0071
USDZAR 16-Aug-2018 17-Aug-2018 0.00236 0.001127
CHFSEK 16-Aug-2018 17-Aug-2018 0.000304 -0.000172
CHFDKK 16-Aug-2018 17-Aug-2018 0.0002 -0.000147
USDHKD 16-Aug-2018 17-Aug-2018 -0.000023 -0.000463
USDMYR 16-Aug-2018 17-Aug-2018 0.000316 0.000047
USDMXN 16-Aug-2018 17-Aug-2018 0.004078 0.002272
USDPHP 15-Aug-2018 16-Aug-2018 0.00855 0.00175
USDSAR 16-Aug-2018 23-Aug-2018 0.00054 -0.00132
USDTHB 16-Aug-2018 17-Aug-2018 0.00482 -0.00451
USDTWD 16-Aug-2018 17-Aug-2018 -0.00065 -0.00242
USDIDR 16-Aug-2018 20-Aug-2018 13.19 9.7
USDAED 16-Aug-2018 23-Aug-2018 0.000022 -0.002006
NOKDKK 16-Aug-2018 17-Aug-2018 -0.000006 -0.000049
SEKDKK 16-Aug-2018 17-Aug-2018 0.000017 -0.000022
EURHUF 16-Aug-2018 17-Aug-2018 0.0106 -0.0066
EURNZD 16-Aug-2018 17-Aug-2018 0.000156 0.000066
EURZAR 16-Aug-2018 17-Aug-2018 0.00381 0.002431
USDBRL 16-Aug-2018 17-Aug-2018 0.001438 -0.000289
USDHUF 16-Aug-2018 17-Aug-2018 -0.0106 -0.0261
USDCNY 16-Aug-2018 17-Aug-2018 0.000171 -0.000543
SEKJPY 16-Aug-2018 17-Aug-2018 0.00045 -0.00019
EURMXN 16-Aug-2018 17-Aug-2018 0.006123 0.004101
CADDKK 16-Aug-2018 17-Aug-2018 -0.000164 -0.000439
AUDDKK 16-Aug-2018 17-Aug-2018 -0.000206 -0.000457
NZDDKK 16-Aug-2018 17-Aug-2018 -0.000183 -0.000415
HKDDKK 16-Aug-2018 17-Aug-2018 -0.000013 -0.000062
SGDDKK 16-Aug-2018 17-Aug-2018 -0.000191 -0.00049
DKKJPY 16-Aug-2018 17-Aug-2018 0.00069 -0.00021
USDILS 16-Aug-2018 17-Aug-2018 -0.000109 -0.000304
EURSGD 16-Aug-2018 17-Aug-2018 0.000151 0.000055
AUDCHF 16-Aug-2018 17-Aug-2018 -0.000034 -0.000072
GBPZAR 16-Aug-2018 17-Aug-2018 0.003676 0.002139
AUDHKD 16-Aug-2018 17-Aug-2018 0.000018 -0.000298
GBPHKD 16-Aug-2018 17-Aug-2018 0.000342 -0.000203
NZDNOK 16-Aug-2018 17-Aug-2018 -0.000043 -0.000335
EURHKD 16-Aug-2018 17-Aug-2018 0.000596 0.000107
CADNOK 16-Aug-2018 17-Aug-2018 0.000013 -0.000333
GBPHUF 16-Aug-2018 17-Aug-2018 0.0001 -0.0191
EURAED 16-Aug-2018 23-Aug-2018 0.002075 -0.000204
EURSAR 16-Aug-2018 23-Aug-2018 0.002695 0.000619
XAUUSD 16-Aug-2018 17-Aug-2018 0.1063 0.0349
XAGUSD 16-Aug-2018 17-Aug-2018 0.00143 0.000314
NZDSGD 16-Aug-2018 17-Aug-2018 0.00003 -0.000027
HKDJPY 16-Aug-2018 17-Aug-2018 -0.000045 -0.000832
USDRUB 15-Aug-2018 16-Aug-2018 0.011769 0.005072
AUDCZK 16-Aug-2018 17-Aug-2018 -0.00001 -0.00091
AUDHUF 16-Aug-2018 17-Aug-2018 -0.0064 -0.0175
AUDSGD 16-Aug-2018 17-Aug-2018 0.000033 -0.000029
CHFCZK 16-Aug-2018 17-Aug-2018 0.00166 0.00042
CHFHUF 16-Aug-2018 17-Aug-2018 0.0122 -0.0032
CHFZAR 16-Aug-2018 17-Aug-2018 0.003516 0.002285
DKKCZK 16-Aug-2018 17-Aug-2018 0.00024 0.00004
DKKHUF 16-Aug-2018 17-Aug-2018 0.0017 -0.0007
DKKTHB 16-Aug-2018 17-Aug-2018 0.0012 -0.0004
DKKZAR 16-Aug-2018 17-Aug-2018 0.000526 0.000335
EURTHB 16-Aug-2018 17-Aug-2018 0.0081 -0.00242
GBPCZK 16-Aug-2018 17-Aug-2018 0.00088 -0.00067
GBPTHB 16-Aug-2018 17-Aug-2018 0.007695 -0.004085
NZDCZK 16-Aug-2018 17-Aug-2018 0 -0.00083
NZDHUF 16-Aug-2018 17-Aug-2018 -0.0056 -0.0159
NZDSEK 16-Aug-2018 17-Aug-2018 -0.000238 -0.000555
NZDTHB 16-Aug-2018 17-Aug-2018 0.003302 -0.002811
EURTRY 16-Aug-2018 17-Aug-2018 0.006172 0.00415
USDTRY 15-Aug-2018 16-Aug-2018 0.004991 0.003202
GBPAED 16-Aug-2018 23-Aug-2018 0.0013 -0.0013
GBPMXN 16-Aug-2018 17-Aug-2018 0.006077 0.003822
XAUEUR 16-Aug-2018 17-Aug-2018 0.0193 -0.0426
XAUJPY 16-Aug-2018 17-Aug-2018 3.6 -4.26
XAGEUR 16-Aug-2018 17-Aug-2018 0.000326 -0.000644
XAGJPY 16-Aug-2018 17-Aug-2018 0.0558 -0.0674
XAUAUD 16-Aug-2018 17-Aug-2018 0.1368 0.0385
XAGAUD 16-Aug-2018 17-Aug-2018 0.0019 0.0003
ZARJPY 16-Aug-2018 17-Aug-2018 -0.001 -0.0018
TRYDKK 16-Aug-2018 17-Aug-2018 -0.000588 -0.000874
XAGHKD 16-Aug-2018 17-Aug-2018 0.007814 -0.001378
XAUHKD 16-Aug-2018 17-Aug-2018 0.5627 -0.032
AUDTRY 16-Aug-2018 17-Aug-2018 0.003633 0.002343
CADTRY 15-Aug-2018 16-Aug-2018 0.003899 0.002525
CHFTRY 16-Aug-2018 17-Aug-2018 0.00553 0.003736
CHFSGD 16-Aug-2018 17-Aug-2018 0.000147 0.000062
GBPTRY 16-Aug-2018 17-Aug-2018 0.006654 0.004391
NZDTRY 16-Aug-2018 17-Aug-2018 0.003301 0.002126
NZDZAR 16-Aug-2018 17-Aug-2018 0.001609 0.000799
MXNJPY 16-Aug-2018 17-Aug-2018 -0.00107 -0.001627
TRYJPY 16-Aug-2018 17-Aug-2018 -0.0097 -0.0146
AUDZAR 16-Aug-2018 17-Aug-2018 0.001764 0.00088
CADMXN 16-Aug-2018 17-Aug-2018 0.003359 0.001962
SGDHKD 16-Aug-2018 17-Aug-2018 0.000036 -0.000337
AUDSEK 16-Aug-2018 17-Aug-2018 -0.000268 -0.000612
GBPILS 16-Aug-2018 17-Aug-2018 0.000036 -0.000206
ILSDKK 16-Aug-2018 17-Aug-2018 0.000013 -0.000084
MXNDKK 16-Aug-2018 17-Aug-2018 -0.000073 -0.000096
NZDMXN 16-Aug-2018 17-Aug-2018 0.002754 0.001568
AUDNOK 16-Aug-2018 17-Aug-2018 -0.000052 -0.000369
CHFMXN 16-Aug-2018 17-Aug-2018 0.00561 0.003808
AUDMXN 16-Aug-2018 17-Aug-2018 0.003023 0.001728
EURRUB 16-Aug-2018 17-Aug-2018 0.018616 0.011106
SARDKK 16-Aug-2018 23-Aug-2018 -0.00031 -0.00119
XAGDKK 16-Aug-2018 17-Aug-2018 0.003055 -0.002483
XAUDKK 16-Aug-2018 17-Aug-2018 0.2226 -0.2104
CADSEK 16-Aug-2018 17-Aug-2018 -0.000209 -0.000585
HUFJPY 16-Aug-2018 17-Aug-2018 0.000012 -0.00001
TRYZAR 16-Aug-2018 17-Aug-2018 -0.000839 -0.001462
XAUGBP 16-Aug-2018 17-Aug-2018 0.0475 -0.0073
EURILS 16-Aug-2018 17-Aug-2018 0.000169 -0.000048
AUDILS 16-Aug-2018 17-Aug-2018 -0.000063 -0.000203
CHFHKD 16-Aug-2018 17-Aug-2018 0.000605 0.000167
CHFILS 16-Aug-2018 17-Aug-2018 0.000134 -0.000093
CZKHKD 16-Aug-2018 17-Aug-2018 0.000012 -0.000009
CZKNOK 16-Aug-2018 17-Aug-2018 0.000008 -0.000013
CZKSEK 16-Aug-2018 17-Aug-2018 -0.000004 -0.000027
CZKSGD 16-Aug-2018 17-Aug-2018 0.000002 -0.000003
CZKZAR 16-Aug-2018 17-Aug-2018 0.000117 0.000081
HKDHUF 16-Aug-2018 17-Aug-2018 -0.000157 -0.00226
HKDMXN 16-Aug-2018 17-Aug-2018 0.000559 0.000399
HKDNOK 16-Aug-2018 17-Aug-2018 0.00002 -0.000041
HKDNZD 16-Aug-2018 17-Aug-2018 0.000011 -0.000001
HKDSEK 16-Aug-2018 17-Aug-2018 -0.000016 -0.000082
HKDZAR 16-Aug-2018 17-Aug-2018 0.000331 0.000226
HUFCZK 16-Aug-2018 17-Aug-2018 0.000005 0
HUFMXN 16-Aug-2018 17-Aug-2018 0.000018 0.000013
HUFNOK 16-Aug-2018 17-Aug-2018 0.000002 -0.000001
HUFSEK 16-Aug-2018 17-Aug-2018 0.000001 -0.000002
HUFSGD 16-Aug-2018 17-Aug-2018 0.000001 0
HUFZAR 16-Aug-2018 17-Aug-2018 0.000011 0.000007
ILSJPY 16-Aug-2018 17-Aug-2018 0.000755 -0.00109
ILSNZD 16-Aug-2018 17-Aug-2018 0.000036 0.000007
NOKSGD 16-Aug-2018 17-Aug-2018 0.000011 0
NOKZAR 16-Aug-2018 17-Aug-2018 0.000322 0.000231
SEKSGD 16-Aug-2018 17-Aug-2018 0.000015 0.000005
SEKZAR 16-Aug-2018 17-Aug-2018 0.000346 0.000262
SGDZAR 16-Aug-2018 17-Aug-2018 0.001636 0.000986
XAGGBP 16-Aug-2018 17-Aug-2018 0.000671 -0.00019
CZKJPY 16-Aug-2018 17-Aug-2018 -0.000002 -0.000269
NOKTRY 16-Aug-2018 17-Aug-2018 0.000611 0.000423
SEKTRY 16-Aug-2018 17-Aug-2018 0.000585 0.000412
TRYCZK 16-Aug-2018 17-Aug-2018 -0.001936 -0.002811
AUDCNH 16-Aug-2018 17-Aug-2018 0.000093 -0.0002
CADCNH 16-Aug-2018 17-Aug-2018 0.000155 -0.000164
CHFCNH 16-Aug-2018 17-Aug-2018 0.000641 0.000235
EURCNH 16-Aug-2018 17-Aug-2018 0.000647 0.000193
GBPCNH 16-Aug-2018 17-Aug-2018 0.000438 -0.000068
HKDCNH 16-Aug-2018 17-Aug-2018 0.00004 -0.000016
NOKCNH 16-Aug-2018 17-Aug-2018 0.000044 -0.000005
NZDCNH 16-Aug-2018 17-Aug-2018 0.000088 -0.000182
SEKCNH 16-Aug-2018 17-Aug-2018 0.000065 0.000019
USDCNH 16-Aug-2018 17-Aug-2018 0.000087 -0.000321
CNHJPY 16-Aug-2018 17-Aug-2018 -0.000254 -0.001193
XAUTHB 16-Aug-2018 17-Aug-2018 8.23 -3.16
XAUTRY 16-Aug-2018 17-Aug-2018 6.4198 4.2329
XPDUSD 16-Aug-2018 17-Aug-2018 0.0331 -0.1607
XPTUSD 16-Aug-2018 17-Aug-2018 0.1029 -0.0239
XAUCHF 16-Aug-2018 17-Aug-2018 0.0109 -0.0595
XAGCHF 16-Aug-2018 17-Aug-2018 0.000232 -0.000871
XAUXAG 16-Aug-2018 17-Aug-2018 0.0034 -0.0033
XPTEUR 16-Aug-2018 17-Aug-2018 0.0414 -0.0698
XPDDKK 16-Aug-2018 17-Aug-2018 0.147752 -0.147748
XPTDKK 16-Aug-2018 17-Aug-2018 0.1317 -0.1317
CNHDKK 16-Aug-2018 17-Aug-2018 -0.000027 -0.000085
XAURUB 16-Aug-2018 17-Aug-2018 19.0825 10.4661
XPTZAR 16-Aug-2018 17-Aug-2018 3.04 0.84
CADSGD 16-Aug-2018 17-Aug-2018 0.000046 -0.000022
XAUCNH 16-Aug-2018 17-Aug-2018 0.6233 0.0753
CADHKD 16-Aug-2018 17-Aug-2018 0.000083 -0.000262
AUDAED 16-Aug-2018 23-Aug-2018 0.000128 -0.001338
CHFRUB 16-Aug-2018 17-Aug-2018 0.016047 0.011575
CADCZK 16-Aug-2018 17-Aug-2018 0.00017 -0.00081
CADHUF 16-Aug-2018 17-Aug-2018 -0.0044 -0.0166
GBPRUB 16-Aug-2018 17-Aug-2018 0.016701 0.011124
RUBDKK 16-Aug-2018 17-Aug-2018 -0.000017 -0.000023
DKKAED 16-Aug-2018 23-Aug-2018 0.000304 -0.00001
USDCOP 15-Aug-2018 16-Aug-2018 -0.0627 -0.2358
USDPEN 16-Aug-2018 17-Aug-2018 -0.000068 -0.000259
ZARAED 16-Aug-2018 23-Aug-2018 -0.000218 -0.000363
CADZAR 16-Aug-2018 17-Aug-2018 0.001807 0.001212
JPYAED 16-Aug-2018 23-Aug-2018 0.000015 -0.000004
NOKAED 16-Aug-2018 23-Aug-2018 0.000129 -0.000115
CZKRUB 16-Aug-2018 17-Aug-2018 0.000575 0.000369
SGDAED 16-Aug-2018 23-Aug-2018 0.00019 -0.001464
SGDCNH 16-Aug-2018 17-Aug-2018 0.00011 -0.000234
XAUSGD 16-Aug-2018 17-Aug-2018 0.147 0.033