CADCHF
0.436%long
-1.994%short

Carry income

Best rate by brokerDUKASCOPY1.10737%long
Average daily incomeAll brokers0.90 USDlong
Average daily incomeAll brokers-4.11 USDshort
Highest daily incomeDUKASCOPY2.28 USDlong
Narrowest long/short spread by brokerHYMARKETS-0.09808%

Best hedged carry trade

BrokerTradeCarry
DUKASCOPYlong1.11%
HYMARKETSshort-0.47%
Arbitrage potential0.64%

Interest rate history

DateSymbolLong CarryShort Carry
2016-12-01CADCHF0.436%-1.994%
2016-11-01CADCHF0.444%-2.162%
2016-10-01CADCHF0.413%-2.142%
2016-09-01CADCHF0.412%-2.241%
2016-08-01CADCHF0.434%-2.407%
2016-07-01CADCHF0.319%-2.647%
2016-06-01CADCHF0.451%-2.280%
2016-05-01CADCHF0.417%-1.983%
2016-04-01CADCHF0.472%-2.122%
2016-03-01CADCHF0.328%-2.091%
All 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.