FxPro Swap & Overnight Fees — FxPro Thailand

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 2026-08-28.

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

A position does not move; it is ended and begun again

The word transfer does a lot of damage during a broker change. Money transfers. Positions do not: yours is closed at the old broker, at whatever the market happens to be doing that afternoon, and a new one is opened here, at whatever it is doing when the funds arrive. Between those two moments you are flat, and being flat is a position too, one you did not choose and are probably not watching.

That gap is worth planning rather than discovering. Decide in advance whether the idea is worth holding through the transition at all. If it is, the honest way to hold it is to accept a gap of known length rather than to keep the old position open indefinitely because closing it feels like conceding something. If it is not worth the gap, it was probably a position you were carrying out of habit, and the move has done you a favour by forcing you to look at it.

Two accounts open at once is two positions, financed twice

The usual transition arrangement is to leave the old account running while the new one is tried out. That is sensible for a fortnight of watching and expensive the moment the same idea is expressed on both sides at once. Two accounts holding the same direction are not a hedge and not a control group; they are one exposure at double size, financed against two sets of rates, and the nightly line is charged on both of them.

If both accounts have to stay open, give them different jobs and write the split down before the first order. One holds the live method; the other holds nothing, or only what cannot yet be closed. The real cost is not the duplicated financing but the record: a month traded across two accounts produces two partial histories, and neither of them can be read as evidence about anything, which defeats the whole point of testing a new broker.

Let the old book run down to a date

A broker change usually has a deadline attached, whether it is a withdrawal, an account closure or the day after which the old statement stops being readable. A position that has to be closed by a date is no longer a trading decision, and the worst way to learn that is on the deadline afternoon with several instruments open at once.

The workable order is to fix the date first, let positions come off in their own time ahead of it, and move the funds last. Multi-night positions set their own pace, because every additional night is another financing line and on Wednesdays that line is charged at the triple rate. Positions taken off deliberately, across several sessions, leave you with a clean final statement, which is exactly the document you will want when you are deciding which account model fits the way you trade here.

Count the nights you actually held before you price them

Almost every trader has a confident answer to how long they hold positions, and a surprising number of those answers are wrong in the same direction. The record usually shows fewer genuine multi-night positions than the self-description implies, because the ones that ran for days are memorable and the ones that closed the same session are not. That count is sitting in the old statement right now, and it will not be sitting anywhere at all once the account is shut.

It is worth extracting because it decides how much of this page matters to you. If the honest count is low, the overnight side is a detail and the entry cost is your real subject. If it is high, the reverse is true, and the figures above deserve to be read name by name before anything is opened. Deciding which of those two traders you are, from evidence rather than from self-image, is the cheapest useful thing available during a move.

The length of the gap is not yours to choose

The flat stretch between two accounts sounds like a decision and is mostly a queue. It ends when verification finishes and funds arrive, and neither of those is on your calendar. Traders plan the closing side of a move carefully and then discover that the opening side happens on somebody else's schedule, which is how a planned two days becomes an unplanned two weeks.

The useful preparation is to decide in advance what happens if the gap runs long. There are only two honest answers: hold nothing and accept that the market will do whatever it does without you, or re-open at the old broker and start the whole sequence again from the beginning. Choosing between them while flat and impatient is how traders end up carrying a position at the very broker they had already decided to leave.

A position you stop looking at is still being financed

There is a particular position that turns up in almost every migration: a small one, left open at the old broker because closing it was never quite the priority, and then not looked at again. Attention has moved to the new account. The old one is a tab nobody opens. Meanwhile the position is doing exactly what every open position does at every rollover.

It is worth naming because of how it is usually discovered - months later, at a size that no longer means anything, with a financing history nobody chose. Before the attention moves, write down what remains open on the old side and what will end it: a level, a date, or a decision to close it now. A position without one of those three attached is not a trade any more, and the nightly line does not care which of the two accounts you are currently thinking about.

The idea survives the move; its arithmetic does not

When a position is re-opened here it is a new position, and everything the old one had accumulated stayed behind with it. The entry price is whatever the market is when the order fills. The financing already paid belongs to a trade that is now closed and counted. The unrealised result became a realised one on the day you left. Only the reason for holding it comes across intact, and only if it is still true.

That reset is worth stating because of what people do with the old figure. A trader who has already paid to hold something for three weeks tends to carry that cost forward in their head and treat the fresh position as if it started behind, which quietly turns an ordinary decision into an attempt to get something back. The new position has no history. Price it from here, against the figures above for that instrument and that side, and let the old one stay finished in the old record where it belongs.

Checking the overnight side before your first night here

1. List the instruments you habitually hold past the rollover, together with the direction you usually hold them in. That list, rather than the instrument menu, is what has to be re-priced.
2. Read the long and short figures for each of those names on this page. Two entries for the same instrument can point in opposite directions, so a figure quoted without a side attached to it is not a usable number.
3. Decide the pace of the move before the first order: how long you are prepared to be flat between accounts, and whether any position is worth carrying across that gap at all.
4. Schedule the first Wednesday rather than meeting it. A position carried through Wednesday night is charged the triple rate, which makes it a calendar decision as much as a cost.
5. Fix the three dates the move actually runs on - when the last position comes off, when the funds clear on this side, and when the old statement stops being readable - and put them in that order rather than discovering them in another one.

Every item here is a reading or a decision taken before the first overnight position, which is while they are still cheap.

Where the move itself is priced

Structure only. The measured long and short figures for each instrument are in the tables above.

What survives the move and what has to be re-read

The left column is what a trader packs. The right column is where each item has to be unpacked before it is trusted again.

Questions only the old statement can answer

Four of these five stop being available on the day the old account is shut. Only the last one waits for you.

What resets when a position is opened again on this side

A re-opened position is not a continued one. Nothing about it is owed to you, and nothing about it is held against you.

Related FxPro pages