FxPro Swap & Overnight Fees | FxPro Kenya

Measured swap rates (Raw+)

What you are debited (−) or credited (+) per standard lot held past the daily rollover, measured on FxPro’s own MT5 Raw+ feed (with the raw points in brackets). A negative number costs you to hold; a positive one pays you. Triple swap is applied on Wednesday night to cover the weekend value date. Carry / yr is the annualised swap yield (swap × 365 ÷ notional at the live price) — a rough guide to what holding the position costs or earns over a year, shown where we have a live price. Last read 2026-09-04.

What it really costs to hold a position (measured)

Total net cost to hold one standard lot over time — the spread plus accumulated swap. A positive figure is what it costs you; a negative one means you come out ahead (positive carry). For example, holding EUR/USD long for a month costs about $276, while a EUR/USD short earns about $48. Based on measured spreads and current swaps — rates vary.

Swap at a glance

• Nothing is charged until a position survives the daily rollover, around server 00:00 — that minute is when the second reading is taken
• Long and short are separate rates on the same instrument, so a night only counts for the side you actually held
• Wednesday nights are charged triple to cover the weekend value date, which is why a run of nights beats a single one
• Swap-free (Islamic) accounts hold no swap for eligible clients, and there the check is simply that the figure stays at zero
• The exact long and short swap per instrument sits in your platform before you hold — read it first, then compare

Measuring an overnight charge, night by night

The check needs one small position and some patience. Open it on the instrument and the side you care about, note the swap figure on the position, let it sit past the daily rollover, and note the figure again. The difference is that night's charge for that size, in the account currency, with nothing inferred and nothing modelled.

Use the smallest order the account allows — 0.01 lot on the measured Raw+ account — because the point of the exercise is the rate, not the money. The charge scales with size, so a minimum position measures the same rate a standard lot would while costing you almost nothing to run.

Hold across consecutive nights rather than dipping in and out. Consecutive nights are what let the shape of the week appear, and the shape is the part that surprises people who priced a multi-day trade from a single night's reading.

The week is not seven identical nights

Positions held over Wednesday night are usually charged triple swap to cover the weekend, when markets are closed but value dates still roll forward. A measurement taken on a Tuesday and multiplied by seven is therefore wrong by two extra nights of charge before you have made any other mistake.

That is also why the holding-cost table on this page runs in days, weeks and months rather than in nights: at those horizons the triple charge is already inside the figure. If you are building your own estimate from your own readings, either measure a whole week or add the two extra nights by hand.

Rates move as well. A reading you took last month describes last month's market; the figures here are re-read from the live feed and stamped with the date they were taken, which is the only honest way to publish a number that does not stand still.

Write the prediction down before the night

Reading the specification first turns the exercise from a surprise into a test. You have a prediction, then you have a measurement, and the two either agree or you have found something worth understanding. Predictions are cheap to write down in advance and impossible to reconstruct honestly afterwards.

Put the expected charge for your size next to the rate you read. Specifications quote swap per standard lot, so a tenth-lot position should show about a tenth of the quoted figure in the morning and a hundredth-lot about a hundredth; that proportionality is the easiest half of the prediction to state in advance and the easiest to check. If the morning figure is something else entirely, the useful questions are the size, the side and the night — in that order.

Keep the sheet. Swap is the one cost on this site that you can check without paying anything to check it, and a few weeks of nights is a stronger basis for planning a held position than any table, including ours.

A four-night check you can run this week

1. Pick one instrument and one direction, and note the long and short swap from its specification before you open anything at all.
2. Open the smallest order the account allows — 0.01 lot on the measured Raw+ account — and write down the charge you expect for that size.
3. Note the swap figure on the position shortly before the daily rollover, and again after it. The difference is that night's charge.
4. Repeat on consecutive nights so that the run includes a Wednesday, then compare the total against your expected figure counted over the nights held, with Wednesday counted three times.

Four rows is not a study. It is enough to know whether the published rate and your account agree, which is a different and more useful question.

What one night of measurement records

Six fields, read twice a night. Everything else about the position — entry price, floating profit, your plans for it — belongs somewhere else and only makes the row harder to read later.

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