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Swap Specification Archive

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Specification NameCalculation DateSwap LongSwap Short
AUD/CAD30/09/20160.15-0.48
AUD/CHF30/09/20160.42-0.61
AUD/DKK30/09/20162.423-5.691
AUD/JPY30/09/20160.44-0.67
AUD/NZD30/09/2016-0.20.05
AUD/SEK30/09/20161.35-5.3
AUD/SGD30/09/20160.308-1.017
AUD/USD30/09/20160.457-0.575
AUD/ZAR30/09/2016-11.8517.542
CAD/CHF30/09/20160.124-0.447
CAD/JPY30/09/20160.027-0.31
CAD/MXN30/09/2016-12.6714.001
CHF/JPY30/09/2016-0.2780.07
CHF/NOK30/09/2016-3.4790.025
CHF/SEK30/09/2016-3.683-0.21
EUR/AUD30/09/2016-1.1580.78
EUR/CAD30/09/2016-0.3740.119
EUR/CHF30/09/2016-0.286-0.252
EUR/CZK30/09/2016-0.496-0.42
EUR/DKK30/09/2016-1.257-1.501
EUR/GBP30/09/2016-0.1830.054
EUR/HUF30/09/2016-2.4250.968
EUR/JPY30/09/2016-0.189-0.285
EUR/NOK30/09/2016-4.9281.512
EUR/NZD30/09/2016-1.9171.157
EUR/PLN30/09/2016-3.7721.915
EUR/RUB30/09/2016-58.531.5
EUR/SEK30/09/2016-2.432-0.536
EUR/SGD30/09/2016-0.604-0.157
EUR/USD30/09/2016-0.434-0.108
EUR/ZAR30/09/2016-27.15919.94
GBP/AUD30/09/2016-1.2890.678
GBP/CAD30/09/2016-0.5630.044
GBP/CHF30/09/2016-0.09-0.467
GBP/DKK30/09/2016-0.058-2.713
GBP/JPY30/09/2016-0.045-0.502
GBP/NOK30/09/2016-5.022.003
GBP/NZD30/09/2016-2.051.327
GBP/SEK30/09/20160.452-1.384
GBP/SGD30/09/2016-0.252-0.644
GBP/USD30/09/2016-0.075-0.217
GBP/ZAR30/09/2016-31.48822.683
GOLD30/09/2016-0.69-0.29
NOK/SEK30/09/2016-0.068-0.332
NZD/CAD30/09/20160.343-0.827
NZD/CHF30/09/20160.515-0.771
NZD/JPY30/09/20160.556-0.72
NZD/SGD30/09/20160.572-1.013
NZD/USD30/09/20160.443-0.634
SGD/JPY30/09/2016-0.108-0.98
SILVER30/09/2016-0.04-0.02
USD/CAD30/09/2016-0.120.06
USD/CHF30/09/2016-0.106-0.465
USD/CZK30/09/2016-2.529-0.482
USD/DKK30/09/2016-0.806-1.448
USD/HKD30/09/2016-3.586-1.208
USD/HUF30/09/2016-1.5130.873
USD/JPY30/09/2016-0.19-0.31
USD/MXN30/09/2016-15.4258.706
USD/NOK30/09/2016-2.6170.823
USD/SEK30/09/2016-1.705-0.642
USD/SGD30/09/2016-0.227-0.218
USD/PLN30/09/2016-2.0391.374
USD/RUB30/09/2016-44.223.8
USD/ZAR30/09/2016-21.37715.806
XAG/USD30/09/2016-0.36-0.018
XAU/USD30/09/2016-0.65-0.29
XPD/USD30/09/2016-3-0.5
XPT/USD30/09/2016-3.50.7

The figures in columns represent the quantity of points charged to a customer’s open position if it is rolled over to the following day. These values are calculated based on differences between short-term interest rates.

Since the value date is the second business day after a transaction is entered into, Monday next week is the value date for transactions entered on Wednesday. Accordingly, from Wednesday to Thursday swaps are charged in triple size.

You can view the actual swap-rates on all quoted currencies in “Contracts specification” section

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