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What is overnight funding, how is it charged and how is it calculated?

What is overnight funding, how is it charged and how is it calculated?

If you hold a short-term trade and want to keep it open overnight, you’ll be charged a daily interest fee.

This charge will be applied to Daily Funded Bets (DFBs) as well as cash CFD positions held through 10pm (UK time). Futures and forwards don’t incur overnight funding charges, but they do have wider spreads. These contracts are typically used for longer-term trades.

Why is overnight funding charged?

When placing a spread bet or CFD, you’re using leverage. This means you are effectively being lent the money required to open your position, outside the initial deposit you’ve paid. To keep your position open after 10pm (UK time), an interest adjustment will be made to your account to reflect the cost of funding your position overnight.

How can I see what I’ve been charged?

Overnight funding charges appear as separate transactions on your account and won’t affect your running profit/loss. A statement which contains all deals and associated charges is automatically sent to your registered email address at the end of each day.

How is overnight funding calculated for each market?

Indices


For each day that a DFB or cash CFD position is open on a stock index, adjustments are calculated to reflect the effect of interest and dividends (if applicable).

Cost currency is determined by the DFB currency for spread bets and the currency of the underlying asset for CFDs.

Interest rate benchmark is calculated according to the currency of the underlying instrument.

IG publishes weekly interest rates used to calculate the overnight funding rates (per annum) for Indices. You can find them here.

Please note that open positions held through 10pm (UK time) on Fridays will be adjusted for three days’ worth of funding to cover the weekend.

Spread bet

CFD

Formula:

Bet size x price × (3.4% admin fee +/- SONIA%) ÷ 365

Formula:

Number of contracts x value per contract x price x (3%* admin fee +/- SONIA%) ÷ 365

Price = price at 10pm (UK time) + if long - if short

365-day divisor used for the FTSE 100 and other GBP, SGD and ZAR denominated markets.

360-day divisor used for all other markets.

Example:

You’re long £6 per point on the FTSE 100


The 10pm (UK time) price is 7720


The SONIA rate* is 4.4871%


Cost = £6 x 7720 x (3.4% + 0.48%) ÷ 365


=£46,320 x 3.88% ÷ 365


= £4.92 overnight charge


* We use the SONIA and the 365-day divisor since you’re trading the UK Index in GBP

Example:


You’re short two contracts on the US Tech 100


The contract value is $100


The 10pm (UK time) price is 6957


The SOFR rate* is 1.53%


Cost = 2 x $100 x 6957 x (3% - 1.53%) ÷ 360


= $1,391,400 x 0.97% ÷ 360


= $37.49 overnight charge


* We use the SOFR rate and the 360-day divisor since you’re trading the US Index in USD

Shares & ETFs


Cost currency is determined by the DFB currency for spread bets and the currency of the underlying asset for CFDs.

Interest rate benchmark is calculated according to the currency of the underlying instrument.


IG publishes weekly interest rates used to calculate the overnight funding rates (per annum) for Shares & ETFs. You can find them here.

Borrow charge: When you are shorting a stock via a DFB spread bet or cash CFD, you will incur a borrow charge. The borrow charge will be accounted for in a daily cash adjustment applied to your account. The charge varies according to the stock, is notified to us by our brokers or agents and includes a 0.5% administration fee. The borrow charge, and the ability to hold a short position, can be changed at short notice. To determine whether a borrow charge applies and if so, what the charge is, call our dealers in advance of betting/trading.


Please note that open positions held through 10pm (UK time) on Fridays will be adjusted for three days’ worth of funding to cover the weekend.

Spread bet

CFD

Formula:

Bet size x price × (3.4% admin fee +/- relevant interest rate benchmark%) ÷ 365

Formula:

Number of contracts x value per contract x price x (3% admin fee +/- relevant interest rate benchmark%) ÷ 365

* Price = price at 10pm (UK time) + if long - if short


365-day divisor used for the FTSE 100 and other GBP, SGD and ZAR denominated markets.


360-day divisor used for all other markets.

Example:

You’re short £12 per point on Adidas AG (German stock)


The closing price is 18915


The ESTR rate is -0.37%


As you are short there is a Borrow Premium 0.9%


Cost = £12 x 18915 x (3.4% - (-0.37%)) ÷ 360


= £226,980 x 3.77% ÷ 360


= £23.77 funding charge


Borrow premium = 18915 x 12 x 0.9% ÷ 360


=£5.67


Total charge = £23.77 + £5.67 = £29.44 overnight charge

Example:

You’re long 1500 contracts on Rio Tinto Ltd (Australian stock)


The contract value is AUD 1


The closing price is 83.90


The 1-month AUD LIBOR rate is 1.89%


Cost = 1500 x 1 x 83.90 x (3% + 1.89%) ÷ 360


= £125,850 x 4.89% ÷ 360


= AUD 17.15 overnight charge

Forex


For forex and spot metals deals, we charge the tom-next rate plus an admin fee of 1.5%.


What is the tom-next rate? Find out more here.

Please note that forex positions held through Wednesday 10pm (UK time) will incur three days’ worth of funding to cover the settlement of trades over the weekend. This is because FX settles on a T+2 basis. Therefore, when a position is held through Wednesday 10pm (UK time) it's effectively being held through the weekend as positions can't be settled until after Friday 10pm (UK time). Subsequently, holding through Friday will only incur one day's worth of funding.

The easiest way to work out overnight funding costs on FX pairs is to look up the swap rate on our platform (click here to find out how to do this) and to use the formulas below:

Spread bet

CFD

Formula:

Long: Bet size x offer swap rate

Short: Bet size x bid swap rate




Example:

You’re short £3 per point on GBP/USD


The GBP/USD swap bid is 0.22

£3 x 0.22 = £0.66 credit

Formula:

Long: Number of contracts x value of contract x offer swap rate

Short: Number of contracts x value of contract x bid swap rate

Example:

You’re long one EUR/USD $10 contract


The GBP/USD swap offer is -0.85


1 x $10 x -0.85 = $8.50 debit


What is the base calculation for FX funding?

Formula:

There are three steps to this formula:


1. Value

Price in points x 1.5% ÷ 360

2. Swap rate


When going short: Tom-next rate – value


When going long: Tom-next rate + value


3. Cost

Bet size x swap rate

Formula:

There are three steps to this formula:


1. Value

Price in points x 0.3% (0.8% for mini contracts) ÷ 360

2. Swap rate


When going short: Tom-next rate – value


When going long: Tom-next rate + value


3. Cost

Number of contracts x value of contract x swap rate

Example:

You’re long £3 per point on EUR/USD


The tom-next rate is 0.6 bid/0.7 offer


The closing spot price is 1.1577

Value = 11577 x 1.5% ÷ 360 = 0.48238


Swap rate = 0.7 + 0.48238 = 1.18 (rounded)


Cost = 3 x 1.18 = £3.54 debit*

* This is a debit since the offer interest rate is higher than the bid rate and you are holding a long position.

Example:

You’re short one EUR/USD standard lot


The contract value is $10


The tom-next rate is 0.34 bid/0.39 offer


The closing spot price is 1.0650


Value = 10650 x 0.3% ÷ 360 = 0.08875


Swap rate = 0.34 – 0.08875 = 0.25 (rounded)


Cost = 1 x $10 x 0.25 = $2.50 credit*

* This is a credit since the bid interest rate is lower than the offer rate and you are holding a short position.

Commodities


Prices for commodity DFBs and cash CFDs are synthetically created using the two most liquid futures contracts. This will result in a natural movement between these two contract prices and will be included in overnight funding adjustments. You’ll then either be debited or credited depending if you’re long or short, and whether the next future contract price is higher or lower.


To find out more on how we price our commodities, please click here.


Commodity funding is based on the market cost of carry, plus an admin fee of 3% per annum for CFDs and 3.4% for DFBs.


Please note that open positions held through 10pm (UK time) on Fridays will be adjusted for three days’ worth of funding to cover the weekend.

Spread bet

CFD

Formula:

There are three steps to this formula:


1. Basis (the daily movement along the futures curve)


(P3 – P2) ÷ (T2 – T1)

T1 = expiry date of the previous front future


T2 = expiry date of the front future


P2 = price of front future


P3 = price of next future

1. IG charge

Price x 3.4% ÷ 360


2. Adjustment

Bet size x (basis + IG charge)

Formula:

There are three steps to this formula:

1. Basis (the daily movement along the futures curve)


(P3 – P2) ÷ (T2 – T1)

T1 = expiry date of the previous front future


T2 = expiry date of the front future


P2 = price of front future


P3 = price of next future

1. IG charge

Price x 3% ÷ 360

2. Adjustment

Bet size x (basis + IG charge)

Example:

You’re long £10 per point on Oil – US Crude


T2 – T1 = 31 days


P2 price is 4700


P3 price is 4770

Basis = (4770 – 4700) ÷ 31 = £2.258


IG charge = 4700 x 3.4% ÷ 365 = £0.437

Adjustment = £10 x (£2.258 + £0.437) = £26.95*

* The £26.95 basis adjustment would be offset in the running profit or loss on this position.

Example:

You’re short one £10 contract on Oil – US Crude


T2 – T1 = 31 days


P2 price is 4700


P3 price is 4770

Basis = (4770 – 4700) ÷ 31 = £2.258


IG charge = 4700 x 3% ÷ 365 = £0.386

Adjustment = £10 x (£2.258 - £0.386) = £18.72*

* £18.72 will be credited to your account as you were short, and the next future contract was higher than the front contract.

Cryptocurrencies


Cryptocurrency trading is only available to professional traders. Find out more about our professional account.


For bitcoin and Crypto10, the overnight funding rate is 0.0417% (15% per annum). For Ether / Bitcoin Cash and Bitcoin Cash / Bitcoin, the overnight funding rate is 0.0208% (7.5% per annum) and for all other cryptocurrencies it is 0.0556*%* (20% per annum). Holders of long positions will have the applicable rate debited, while holders of short positions will receive a credit of the applicable rate. Additionally, we charge an admin fee of 0.02778*%* (10% per annum) for Bitcoin, 0.04167*%* (15% per annum) for Ether / Bitcoin Cash and Bitcoin Cash / Bitcoin and 0.0208*%* (7.5% per annum) for all other cryptocurrencies and the Crypto 10 index. This is payable by both long and short position holders.

Spread bet

CFD

Formula:

Long position:


Bet size x price x (IG fee + overnight funding rate)



Short position:


Bet size x price x (IG fee - overnight funding rate)

Formula:

Long position:


Number of contracts x value per contract x price x (IG fee + overnight funding rate)


Short position:

Number of contracts x value per contract x price x (IG fee - overnight funding rate)

Example:

You are long £1 per point on bitcoin


The current price is 3500


Cost = (£1 x 3500) x (0.0277% + 0.0417%)


=£3500 x 0.0694%


= £2.43 cost

Example:

You are short 20 lots of litecoin


The contract value is $1


The current price is 31.26


Cost = (20 x $1 x 31.26) x (0.0208% – 0.0556%)


= $625.20 x -0.0348%


= $0.22 debit

Other markets


Overnight funding for the following instruments is calculated in the same way as for commodities without fixed expiries:


EU Volatility Index, French OAT, German Bobl/Bund/Buxl/Schatz, Italian BTP, Japanese Government Bond, UK Long Gilt, US 2-Year/5-Year/10-Year T-Note, US Dollar Basket, US Treasury Bond, US Ultra Treasury Bond, Volatility Index.


Prices on these markets for DFBs and cash CFDs are synthetically created using the two most liquid futures contracts. This will result in a natural movement between these two contract prices and will be included in overnight funding adjustments. You’ll then either be debited or credited depending if you’re long or short, and whether the next future contract price is higher or lower.


Funding is based on the market cost of carry, plus an admin fee of 3% per annum.

Please note that open positions held through 10pm (UK time) on Fridays will be adjusted for three days’ worth of funding to cover the weekend.

Spread bet

CFD

Formula:

There are three steps to this formula:


1. Basis (the daily movement along the futures curve)

(P3 – P2) ÷ (T2 – T1)

T1 = expiry date of the previous front future

T2 = expiry date of the front future

P2 = price of front future

P3 = price of next future


2. IG chargePrice x 3% ÷ 360/365


3. AdjustmentBet size x (basis + IG charge)

Formula:

There are three steps to this formula:


1. Basis (the daily movement along the futures curve)

(P3 – P2) ÷ (T2 – T1)

T1 = expiry date of the previous front future

T2 = expiry date of the front future

P2 = price of front future

P3 = price of next future


2. IG chargePrice x 3% ÷ 360/365


3. AdjustmentBet size x (basis + IG charge)


365-day divisor used for the FTSE 100 and other GBP, SGD and ZAR denominated markets. This divisor will also be applied to all commodities denominated in CNH.


360-day divisor used for all other markets.


Example:

You’re long £100 per point on the Volatility Index




T2 - T1 = 31 days

P2 price is 15.50

P3 price is 16.50

Basis = (16.50 - 15.50) ÷ 31 = £0.03

IG charge = 15.50 x 3% ÷ 365= £0.001


Adjustment = £100 x (£0.03 + £0.001) = £3.1*


*The £3.1 adjustment would be offset in the running profit or loss on this position.

Example:

You’re short 100 contracts on the Volatility Index


The contract value is £100

T2 - T1 = 31 days

P2 price is 15.50

P3 price is 16.50

Basis = (16.50 - 15.50) ÷ 31 = £0.03

IG charge = 15.50 x 3% ÷ 365 = £0.001


Adjustment = £100 x (£0.03 - £0.001) = £2.9*


*£2.9 will be credited to your account as you were short, and the next future contract was higher than the front contract.3

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