https://www.forex.com/en-us/about-us/financial-transparency/rollover-rates/ So if the rollover rate is for AUDCAD is -.36 for buying and -.18 for selling what is that based on? 1 standard lot for 1 day? Is that in pennies or %? If its a % then 100,000 * .36%=$360/365=.98 cents per day...why can't they fing elaborate? Honestly I don't think anyone really understands how it works...that's the point. Anyway, can somebody post the formula for how they actually reach these numbers? I have tried various formulas and variations and cannot get the same results. AUDCAD Rollover rate = (Base currency interest rate – Quote currency interest rate) / (365 x Exchange Rate). (4.35-5) / (365*.89) This results in: 0.001983318764 which I assume is a percent. So 0.001983318764 * 100,000 = 198/365= .54 cents per day.
Where are you getting the swap long amounts? This should be able to do using just the difference in interest rates and the exchange rates as far as I know.