SWAP rates archive
The figures in columns represent the number of points that are added to or deducted from the open trading positions when carried forward to the next trading day (i.e. when the value date is changed). The SWAP value calculations are based on the inter-bank short term interest rates on the currencies, represented in a currency pair.
When carrying forward the open positions from Wednesday to Thursday, the swap rates would be tripled. This is due to the fact that transactions on FOREX are carried out on the spot value date (on the second business day after the deal), and, because, the next working day after Friday is Monday, the value date would be subsequently transferred from Friday to Saturday, from Saturday to Sunday and from Sunday to Monday.
The up-to-date SWAP rates for all the available trading instruments can be found on the page "Contracts´ Specifications" of our website.
Choose the date:
|
Instrument |
Date | Long | Short |
| AUDCAD | 2011-10-07 | 0.701 | -1.068 |
| AUDCHF | 2011-10-07 | 0.857 | -1.182 |
| AUDDKK | 2011-10-07 | 3.808 | -6.817 |
| AUDJPY | 2011-10-07 | 0.710 | -0.980 |
| AUDNZD | 2011-10-07 | 0.345 | -0.520 |
| AUDSEK | 2011-10-07 | 4.121 | -6.523 |
| AUDSGD | 2011-10-07 | 1.238 | -1.695 |
| AUDUSD | 2011-10-07 | 1.110 | -1.273 |
| AUDZAR | 2011-10-07 | -3.190 | 1.020 |
| CADCHF | 2011-10-07 | 0.111 | -0.356 |
| CADJPY | 2011-10-07 | 0.088 | -0.292 |
| CADMXN | 2011-10-07 | -13.967 | 6.805 |
| CHFJPY | 2011-10-07 | -0.120 | -0.111 |
| CHFNOK | 2011-10-07 | -3.952 | 1.669 |
| CHFSEK | 2011-10-07 | -5.952 | 3.489 |
| EURAUD | 2011-10-07 | -1.514 | 1.019 |
| EURCAD | 2011-10-07 | -0.190 | -0.082 |
| EURCHF | 2011-10-07 | 0.124 | -0.364 |
| EURCZK | 2011-10-07 | -0.034 | -0.379 |
| EURDKK | 2011-10-07 | -1.323 | -0.744 |
| EURGBP | 2011-10-07 | -0.012 | -0.132 |
| EURHUF | 2011-10-07 | -3.923 | 3.261 |
| EURJPY | 2011-10-07 | 0.126 | -0.297 |
| EURNOK | 2011-10-07 | -3.236 | 0.413 |
| EURNZD | 2011-10-07 | -1.203 | 0.816 |
| EURPLN | 2011-10-07 | -4.886 | 3.668 |
| EURSEK | 2011-10-07 | -4.417 | 1.878 |
| EURSGD | 2011-10-07 | -0.072 | -0.459 |
| EURUSD | 2011-10-07 | 0.157 | -0.380 |
| EURZAR | 2011-10-07 | -16.813 | 12.937 |
| GBPAUD | 2011-10-07 | -1.834 | 1.269 |
| GBPCAD | 2011-10-07 | -0.416 | 0.062 |
| GBPCHF | 2011-10-07 | 0.082 | -0.395 |
| GBPDKK | 2011-10-07 | -1.860 | -0.024 |
| GBPJPY | 2011-10-07 | 0.062 | -0.257 |
| GBPNOK | 2011-10-07 | -6.035 | 3.067 |
| GBPNZD | 2011-10-07 | -1.507 | 0.792 |
| GBPSEK | 2011-10-07 | -5.175 | 2.573 |
| GBPSGD | 2011-10-07 | 0.055 | -0.605 |
| GBPUSD | 2011-10-07 | 0.030 | -0.327 |
| GBPZAR | 2011-10-07 | -19.995 | 15.922 |
| NZDCAD | 2011-10-07 | 0.245 | -0.558 |
| NZDCHF | 2011-10-07 | 0.385 | -0.622 |
| NZDJPY | 2011-10-07 | 0.334 | -0.564 |
| NZDSGD | 2011-10-07 | 0.594 | -0.983 |
| NZDUSD | 2011-10-07 | 0.431 | -0.688 |
| SGDJPY | 2011-10-07 | -0.100 | -0.064 |
| USDCAD | 2011-10-07 | -0.379 | 0.032 |
| USDCHF | 2011-10-07 | -0.067 | -0.113 |
| USDCZK | 2011-10-07 | -2.291 | 0.036 |
| USDDKK | 2011-10-07 | -1.786 | 0.554 |
| USDHKD | 2011-10-07 | -1.903 | -0.908 |
| USDHUF | 2011-10-07 | -3.365 | 2.872 |
| USDJPY | 2011-10-07 | -0.060 | -0.111 |
| USDMXN | 2011-10-07 | -16.449 | 11.973 |
| USDNOK | 2011-10-07 | -3.575 | 1.957 |
| USDPLN | 2011-10-07 | -4.292 | 3.385 |
| USDSEK | 2011-10-07 | -4.083 | 2.949 |
| USDSGD | 2011-10-07 | -0.061 | -0.227 |
| USDZAR | 2011-10-07 | -12.563 | 7.014 |
