Rollover/ Swap Policy

Spot FX positions held open at the end of a trading day 17:00 EST (NY Time) before their Value Date will be rolled over to a new Value Date on a next day basis. Trades will not arrange physical delivery of currencies hence, all positions left open from (17:00:00 to 17:00:00 EST time) will be rolled over to a new value date. This means that all trades settle two business days from inception, as per market convention. As a result, positions are subject to a swap charge or credit as specified in the table below.
Currency Pair
Contract Size
Swap Long
Swap Short
AUDCAD
100,000
4.24
-13.56
AUDCHF
100,000
5.5
-14.58
AUDJPY
100,000
3.3
-15.3
AUDNZD
100,000
1.88
-11
AUDUSD
100,000
2.21
-15.8
CADCHF
100,000
-0.85
-5.2
CADJPY
100,000
0.9
-4.9
CHFJPY
100,000
-0.63
-3.8
EURAUD
100,000
-7.8
11.05
EURCAD
100,000
-3.9
-2.9
EURCHF
100,000
0.28
-6.8
EURDKK
100,000
4.32
-16.7
EURGBP
100,000
-0.9
-3.5
EURJPY
100,000
0.2
-4.5
EURNOK
100,000
-2.1
1.8
EURNZD
100,000
-11.27
4.9
EURSEK
100,000
7.4
-14.4
EURTRY
100,000
-1.7
0.28
EURUSD
100,000
0.35
-3.8
GBPAUD
100,000
-2.2
12.8
Currency Pair
Contract Size
Swap Long
Swap Short
GBPCAD
100,000
-2.2
-3.4
GBPCHF
100,000
0.15
-7.8
GBPJPY
100,000
0.2
-5.8
GBPNZD
100,000
0.7
4.2
GBPUSD
100,000
0.23
-5.9
NZDJPY
100,000
1.13
-7.8
NZDUSD
100,000
0.9
-6.9
USDCAD
100,000
1.8
-3.35
USDCHF
100,000
0.23
-4.4
USDCZK
100,000
0.19
-0.45
USDDKK
100,000
6.6
-14.9
USDHKD
100,000
0.28
-3.38
USDJPY
100,000
0.13
-3.38
USDMXN
100,000
-13.2
7.16
USDNOK
100,000
-4.28
1.22
USDSEK
100,000
11.1
-11.8
USDSGD
100,000
1.2
-4.67
USDTRY
100,000
-14.31
11.38
USDZAR
100,000
-6.34
7.58
NULL
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