FOREX - Trends, Forecasts and Implications 2015(continued) - page 1816

[Lesorub]

Alexey Busygin:
We don't need to roll now, 79 optimus and normal

7466 after correction first

♪ then it's 79 ♪

[Alexey Busygin]

Lesorub:

7466 after correction first

then 79

As you like, you can also do it after the correction

[iIDLERr]

two days of overtime. that's all you need.

http://www.youtube.com/watch?v=5IXjkkrU3mYо

[Lesorub]

I'm going to bed...

[Alexey Busygin]

iIDLERr:
two days of uver. and no more than that!

Who's Granddaddy?

[artikul]

iIDLERr:
two days of oovertime. and no more!

Now I have peace of mind for the lads, while the Old one is steaming in the bathhouse )))) Glory to manual trading!!! )))

[iIDLERr]

I just typed "no more" out of the blue. I just poked.... out of the blue. funny

[Vadens]

Lesorub:

and now the swap is negative again for all trades on the moon...

what all this means on the DC side, I don't understand.

My short is positive.

Let's look at the theory:

Suppose we are working on the pound/dollar pair. The UK interest rate is 6% and the US rate is 3%. Let us take the exchange rate at 1.9800. In doing so, let us assume that a buy or sell trade is concluded with a volume of 1 lot (100,000 units of the base currency).
The difference in the form of swap will be calculated as follows: (((6% - 3%) * 1 * 100,000 * 1.9800) / 100%) = $5,940/year. Spreading this amount evenly over the number of days in a year, you get the swap per day: 5940/365 (366) = $16.27/day.
It is important to understand the basic principle of such a swap mechanism. If you open a Buy contract for the Pound/Dollar pair, you are actually lending (in this case, borrowing) $100,000 at 3% per annum, and depositing 1.98 times less pounds at 6% per annum.
If, on the other hand, you open a sell contract on the Pound/Dollar pair, the opposite transaction occurs. In this case you borrow GBP at 6% p.a. and deposit USD at 3% p.a.
In these situations, there is an inverse relationship: in the first case, the deposit rate is higher than the lending rate and in the second case, the lending rate is higher than the deposit rate. Therefore a positive swap is formed when opening a buy trade and a negative sw ap when selling. Based on our example, a long position would result in a $16.27 charge to the account, and a short position would result in a write-off of that amount.
However, note that there is a "spot" system in Forex. According to its terms, settlements are made during the second business day. Given the inactivity of the market on Saturday and Sunday, a swap is charged for three days when a trade is carried over to Thursday.

In short, everything is confusing-as well as all the forfeit. As I understood it-positive swap can theoretically add profit, i.e. the arrow on Matroskin shows a possible swap benefit.

If anyone knows differently, join us.

[Server Muradasilov]

.

[Alexey Busygin]

Server Muradasilov:
.

Well, you do not know what to do here, Europe and the U.S. will stick their necks out and say that we can do what we want. The rules were written by us, the rules were not written for us, and you stand on your ears, you will not get any money anyway.