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Swap-free account

An account type that does not charge or pay overnight interest, offered to comply with religious prohibitions on riba, usually with an administration fee instead.

Instead of the swap-rate, the broker applies a flat holding charge after a grace period, or a wider spread, or nothing at all on major pairs. Terms vary widely and the substitute fee can exceed ordinary swap on some pairs.

Brokers restrict these accounts because removing negative swap on high-differential pairs would otherwise create a free carry-trade. Expect exotics to be excluded or to carry the largest administration charges.

Example: a standard account pays minus $11 a night to hold a high-yield exotic short. The swap-free version charges a flat $8 per lot per night after three days, which over a two-week hold is $88 rather than $154.

Related: swap-rate, carry-trade, rollover, exotic-pairs

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Contango and backwardationTwo futures curves against contract expiry: one rising above spot, one falling below it.The same commodity, priced for delivery at different dates.78.0076.0074.0072.0070.00Futures pricespot+1m+2m+3m+4m+5m+6mMonths until the contract expiresspot price74.00CONTANGOlater contracts cost more than spotBACKWARDATIONlater contracts cost less than spot
Contango and backwardation. A futures curve shows what buyers will pay for delivery in one month, two months and so on. When later contracts cost more than the spot price the curve is in contango; when they cost less it is in backwardation.

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