An example of SWAP operation calculations is presented below. EUR/JPY SWAP = 1.0 point, GBP/JPY = 2.6 points.
Date Instr Amount Price Posit. P/L Balance Descr.
2/26/2006 22:40 EUR/JPY -350,000 138.78 Open 0 141,021.75
2/26/2006 22:41 GBP/JPY -350,000 203.88 Open 0 141,021.75
2/27/2006 21:00 EUR/JPY 350,000 137.77 Close 3,040.08 144,061.83 Swap t/n
2/27/2006 21:00 EUR/JPY -350,000 137.76 Open 0 144,061.83 Swap Open Rate 137.76
2/27/2006 21:00 GBP/JPY 350,000 202.21 Close 5,026.66 149,088.50 Swap t/n
2/27/2006 21:00 GBP/JPY -350,000 202.18 Open 0 149,088.50 Swap Open Rate 202.184
2/27/2006 22:02 EUR/JPY 350,000 137.53 Close 693.61 149,782.09
2/27/2006 22:02 GBP/JPY 350,000 202.04 Close 434.26 150,216.36