Swaps occur when positions are carried over to the next day during rollovers.
*For positions carried over from Friday to Monday, swaps for 3 days, including the weekend, will be reflected.
How swaps are calculated
Swap amount = number of traded lots x contract size x sell or buy swap x decimal digits (0.1 for 1 digit, 0.01 for 2 digits) x Swap days
Example) Swap amount when owning 1 lot of soybean purchase (contract size 50, decimal place is 2 digits, buy swap is 12.27)
Swap amount (USD) = 1 x 50 x 12.27 x 0.01 = 6.135 USD
| Position carry-over period | Monday to Tuesday | Tuesday to Wednesday | Wednesday to Thursday | Thursday to Friday | Friday to Monday |
| Swap reflection date | 1 day on Tuesday | 1 day on Wednesday | 1 day on Thursday | 1 day on Friday | 3 days on Monday |