AUDCHF
1.368%long
-4.431%short

Carry income

Best rate by brokerDUKASCOPY2.55104%long
Average daily incomeAll brokers2.99 USDlong
Average daily incomeAll brokers-9.67 USDshort
Highest daily incomeDUKASCOPY5.57 USDlong
Narrowest long/short spread by brokerDUKASCOPY-0.35495%

Best hedged carry trade

BrokerTradeCarry
DUKASCOPYlong2.55%
EXNESSshort-2.76%
Arbitrage potential-0.21%

Interest rate history

DateSymbolLong CarryShort Carry
2017-08-01AUDCHF1.368%-4.431%
2017-07-01AUDCHF1.465%-4.776%
2017-06-01AUDCHF1.475%-4.805%
2017-05-01AUDCHF1.362%-4.439%
2017-04-01AUDCHF1.328%-4.239%
2017-03-01AUDCHF1.483%-4.422%
2017-02-01AUDCHF1.662%-4.434%
2017-01-01AUDCHF1.532%-4.522%
2016-12-01AUDCHF1.733%-4.381%
2016-11-01AUDCHF1.813%-4.618%
2016-10-01AUDCHF1.627%-4.373%
2016-09-01AUDCHF1.715%-4.734%
2016-08-01AUDCHF1.908%-5.022%
2016-07-01AUDCHF1.670%-5.001%
2016-06-01AUDCHF1.814%-4.607%
2016-05-01AUDCHF1.966%-4.682%
2016-04-01AUDCHF1.952%-4.652%
2016-03-01AUDCHF1.448%-3.667%
Interest rates shown are based on overnight swap rates for "rolling spot" trades (rollover rates). Dollar amounts are based on trade size 100,000 units in the base currency and are converted to US dollars. Other account fees and flat charges, which some brokers may apply, have not been included. All rates are indicative only.