IG MARKETS里面Forex利息计算的问题。

大飞熊

最近一直在用igmarkets做Forex，他每天都寄来statement，一直没有仔细看，最近研究了一下发现了利息计算的问题想请问大家。

我在他网上的文档看到这段话
While your position remains open, your account is debited or credited to reflect the effect of the interest rate differential between the two currencies (e.g. A$ and US$). For example, if you hold a buy/long position in A$ against US$ you will receive interest if interest rates are higher in Australia than in the United States. The amount of interest is determined by reference to the official short term interest rate quotations quoted by both relevant financial authorities. This will then be credited
or debited against your account as appropriate.

我的理解就是如果我short AUD/USD的话，我应该每天付给他利息，因为AUD的利息比USD要高。
如果我long USD/JPY的话，他应该每天给我利息，因为USD的利息比JPY要高。
但是我看到statement里面都是我给他利息，我就搞不懂为什么我long USD/JPY要我给他利息呢？我记得日本的官方利率一直是0啊。

请懂得人帮忙回答一下。

Devil_Star

原帖由 大飞熊 于 2009-5-14 23:35 发表
最近一直在用igmarkets做Forex，他每天都寄来statement，一直没有仔细看，最近研究了一下发现了利息计算的问题想请问大家。

我在他网上的文档看到这段话
While your position remains open, your account is deb ...

日元加到0.5%后的日子你去哪爽了~ (paopaobing(39))

大飞熊

原帖由 Devil_Star 于 2009-5-14 23:39 发表


日元加到0.5%后的日子你去哪爽了~ (paopaobing(39))

那现在美国多少0.25%还是0.3？
哪个网站可以看全球央行的利率的？

大飞熊

http://www.kiiik.com/info/835661.html
我在这个网站上面看到日本现在是0.1%，难道太旧了？

Devil_Star

原帖由 Devil_Star 于 2009-5-14 23:39 发表


日元加到0.5%后的日子你去哪爽了~ (paopaobing(39))

现在被压到0.1%了， 不过IG用的应该是OVERNIGHT RATE， 不是央行的OFFICIAL CASH RATE.

Devil_Star

http://www.ibtimes.com/forex/

大飞熊

原帖由 Devil_Star 于 2009-5-14 23:49 发表


现在被压到0.1%了， 不过IG用的应该是OVERNIGHT RATE， 不是央行的OFFICIAL CASH RATE.

那美国是多少呢？网上转了一圈还是没有找到igmarkets上面也没有提供。但是看新闻好像还是美国比日本的高。

Devil_Star

原帖由 大飞熊 于 2009-5-14 23:55 发表


那美国是多少呢？网上转了一圈还是没有找到igmarkets上面也没有提供。但是看新闻好像还是美国比日本的高。

我给你的网站上有。

大飞熊

原帖由 Devil_Star 于 2009-5-15 00:16 发表


我给你的网站上有。

谢谢老大啦，我前面发言的时候没有看到你的回帖。现在看到啦。

大飞熊

昨天的问题今天写了一封信去问igmarkets了，得到了回复。

With regards to your enquiry, the interest rate used is the LIBOR rate minus our fee of 0.3% for a full contract or 0.8% for a mini contract.
If you take a long position in the higher yielding currency, you will be paid interest.

Therefore, if the first currency has a higher interest rate, then you are credited interest for running a long position and debited interest for running a short position.
If the first currency has a lower interest rate, then you are debited interest for running a long position and credited interest for running a short position.
A daily interest adjustment is calculated for any position opened before 22.00 that is still open after 22.00 (London time).

So for example, if you enter a long position in AUD/USD full contract, you will recieve: AUD interest rate - USD interest rate - 0.3% fee. This equals roughly 3.38 - 0.35 - 0.3 = 2.73%.
This figure then needs to be divided by 365 to get the daily rate.

LIBOR rates change daily. Rates as at 11/5/09 were:

11/05/2009
US$.
0.35

11/05/2009
£.
0.78

11/05/2009
A$
3.38

11/05/2009
CD
0.4

11/05/2009
DK
2.17

11/05/2009
E.
0.86

11/05/2009
HK
0.14

11/05/2009
KW
2.2

11/05/2009
NK
2.17

11/05/2009
NZ
3.06

11/05/2009
PZ
3.81

11/05/2009
SD
0.38

11/05/2009
SF
0.21

11/05/2009
SK
0.75

11/05/2009
SR
8.28

11/05/2009
TL
9.76

11/05/2009
TW
0.57

11/05/2009
Y.
0.27

Devil_Star

原帖由 大飞熊 于 2009-5-16 01:15 发表
昨天的问题今天写了一封信去问igmarkets了，得到了回复。

With regards to your enquiry, the interest rate used is the LIBOR rate minus our fee of 0.3% for a full contract or 0.8% for a mini contract.
...

明白了， CHARGE就是SPREAD + 0.3%FEE。 上面我也估计到了，FINANCIAL INSTITUTIONS都用INTER-BANK OVERNIGHT RATE， 国际上用伦敦的LOBOR和澳洲本地用BBSW。 BEAR STERN和LEHMAN出事的那两段时间， LIBOR RATE要比RESERVE BANK CASH RATE高很多。