Cost of Carry in FX Futures vs. Swap in Forex

Discussion in 'Trading' started by heispark, Dec 15, 2018.

  1. Just to add: if you do know of a retail facing broker with reasonable financing costs who actually discloses financing costs on a public web page, I'd really like to see it. Not because I disbelieve you, but I'm actually writing a (3rd) book about trading and I'd like it to include accurate information.

    GAT
     
    #21     Dec 17, 2018
  2. Not sure if that's what you talk about, but Oanda for example has interest calculator on their site and you can evaluate cost of carry of any FX positions.
     
    #22     Dec 17, 2018
  3. srinir

    srinir

    What is your latest book about?
     
    #23     Dec 17, 2018
  4. Most don't disclose financing rates nor commission nor other fees and charges nor the exact type of liquidity pools that can be custom tailored. The reason is that it completely depends into which volume tier you fall. Not every broker who does not disclose all information is shady by definition. But as part of your book due diligence it should be very easy to reach out to different firms to inquire about what missing information you need.

     
    #24     Dec 17, 2018
  5. Yes exactly that.

    From https://www.oanda.com/forex-trading/analysis/financing-calculator for EURUSD Oanda charge 2.5% to borrow USD and -0.9% to deposit EUR on a long position. On a short position it's 0% lending on EUR and 2% deposit on USD. So an average funding spread of 0.7%. On GBPUSD the average spread is 0.6%. Still far too high relative to vol IMHO, albeit to be fair the levels are about half those charged by IB; so this has still been a useful fact finding exercise.

    GAT
     
    #25     Dec 17, 2018
  6. I agree costs are steep. I'm sitting in a slightly profitable CHF long for about three weeks, but am net losing money due to carry. Not pleasant, but, well, who said it's market's job to please me :D . Had I held 6S long future, effect would be the same.
     
    #26     Dec 17, 2018