FxPro Swap & Overnight Fees [Pakistan]

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 2026-09-15.

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

• Charged only on positions held past the daily rollover (around server 00:00)
• Rate depends on the instrument and whether you are long or short
• Triple swap on Wednesday nights (covers the weekend value date)
• Swap-free (Islamic) accounts hold no swap for eligible clients
• See the exact long and short swap per instrument inside your platform

One rate, one multiplication

Every figure in the measured swap table is written per standard lot per night, which makes the overnight arithmetic of a large position the simplest calculation on this site: rate times lots times nights. Nothing in it is progressive — there is no size at which the rate improves and none at which it worsens — so the whole answer for a fifty-lot position is the one-lot answer with a different multiplier in front of it.

Two details decide whether that multiplication is worth doing in advance. The first is that some rows of the table are credits rather than debits, which changes the sign of the product but not the method. The second is that the number of nights is rarely the number you remember: Wednesday counts three times, so a position held across one mid-week rollover accumulates faster than the calendar suggests at every lot count.

The margin behind the position does not grow with the nights

The lot count sets both the swap and the margin, but only the swap repeats. Margin is posted once when the position opens and released when it closes; the overnight charge arrives again at every rollover the position survives, and it does not care whether the position is in profit. Scaling the lots scales both figures together, but the recurring one is the one that quietly grows with time.

For a position sized near the free margin available, that is the quiet part of the plan. The measured account levels on our margin calculator page — margin call at 10% and stop-out at 0% — describe how little room is left when a large position is funded to the edge, and each night's swap is taken out of exactly that room before the market has moved at all.

A position built in tranches carries a different total

Scaling into a position over several sessions produces a lot count that was never fully exposed for the whole holding period, and the swap follows what was actually open at each rollover rather than the final size. Two lots held for five nights and eight lots added on the fourth day carry far less than ten lots held for five nights, even though the position ends the week at the same size.

The planning version of that is to write the schedule out before the first ticket: which lot count is expected to be open at which rollover, and how many of those rollovers are Wednesdays. Multiplying the per-lot rate against that schedule gives the cash figure in advance, which is the point of doing it before the entry rather than after the position is already running.

How size and the calendar multiply the per-lot rate

Read the per-lot rate for your instrument and direction from the measured table above and multiply by the factor here. Wednesday counts as three nights because the value date rolls across the weekend, which is why an ordinary week of five trading nights costs seven times the nightly rate rather than five. The factors hold whatever the rate is, so this part of the plan survives a change in the rates.

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