FxPro Swap & Overnight Fees — FxPro Malaysia 2026

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 2026-08-07.

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 page that applies to some styles and not to others

Most cost pages are read by everybody. This one has a switch, and the switch is your own holding period. A trade closed inside the session never reaches the rollover, so no swap is charged and nothing here enters the bill. A trade still open when the rollover passes is charged for that night and for every night after it. There is no partial case: the position either survived the moment or it did not.

That makes the page a filter before it is a price list. Before comparing rates it is worth answering a simpler question - does your style routinely leave positions open overnight? If it does not, the attention is better spent on the entry cost. If it does, these are the numbers that will decide most of what you pay.

When the style changes in the middle of the trade

The awkward case is neither of the two clean ones. A position opened as a day trade, then left open because it was close to working, becomes a multi-day position by accident, and it is charged like one. Nothing about the trade announces the change. The entry cost was already paid and the new cost simply begins.

It is worth deciding in advance which of your trades are allowed to make that transition. A style that never carries a loser overnight and a style that always carries a thesis for a week both have a predictable bill. The style that decides at midnight has a bill it did not plan, and this is the line where it appears.

What each style actually does with these numbers

A position style reads them before entry, because they are the largest controllable line in its account and the only one that keeps growing without any further action. A swing style reads them as a countdown: the rate matters multiplied by the rollovers the plan calls for, with Wednesday counted three times.

An intraday style reads them once, to confirm the line is not there, and then works entirely from the entry side - priced on our spreads and costs page and measured fill by fill on live spreads. The mistake worth avoiding is copying a cost comparison from a trader whose holding period is nothing like yours.

When your schedule picks the style for you

Not everyone chooses a holding period freely. A trader who can only look at the market before work and again in the evening cannot run a style that closes out inside the session, because nobody is there to close it. The holding period is then a consequence of a timetable rather than of a preference, and so is the shape of the bill that follows from it.

That is worth saying plainly, because cost advice written for a full-time screen trader reads as a criticism to everyone else. If your hours mean positions stay open, the useful conclusion is not to trade faster; it is to accept that these figures are part of the plan, to look them up for the instrument and the side you intend, and to make the target large enough that they fit inside it.

Deciding, before entry, whether this page is yours

1. Write down the exit condition of the trade before the order goes in - a level, a signal or a time.
2. Ask whether that condition can plausibly be met before the daily rollover.
3. If it can, treat the trade as an entry-cost trade and stop reading here.
4. If it cannot, look up the rate for that exact instrument and that exact side in your platform, and put it in the plan next to the target.
5. Decide in advance what you will do if the trade is neither closed nor invalidated by the close - that is the moment a style quietly turns into a different one.

The list is a sorting exercise rather than a calculation: it decides which half of this site prices your trade, not how much the trade will cost.

Does this page apply to you?

The rates themselves are in the measured table above and change with market rates. This table only sorts readers: the same figures are decisive in the bottom rows and irrelevant in the top one.

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