{"id":39122,"date":"2025-12-19T04:42:28","date_gmt":"2025-12-19T04:42:28","guid":{"rendered":"https:\/\/volity.io\/blog\/forex-swap-rates-fr\/"},"modified":"2026-06-01T05:56:33","modified_gmt":"2026-06-01T05:56:33","slug":"forex-swap-rates-fr","status":"publish","type":"post","link":"https:\/\/volity.io\/fr\/forex\/forex-swap-rates-fr\/","title":{"rendered":"Taux de Swap Forex"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">\n    <style>\n    .vd-wrap {\n        display: flex;\n        align-items: flex-start;\n        gap: 20px;\n        background: #ffffff;\n        border: 1px solid #f2f4f7;\n        border-left: 4px solid #c0392b;\n        border-radius: 12px;\n        padding: 24px;\n        margin: 30px 0;\n        box-sizing: border-box;\n        width: 100%;\n        box-shadow: 0 4px 20px rgba(0,0,0,0.04);\n        position: relative;\n        overflow: hidden;\n    }\n    .vd-wrap::after {\n        content: \"\";\n        position: absolute;\n        right: -20px;\n        bottom: -20px;\n        width: 100px;\n        height: 100px;\n        background: radial-gradient(circle, rgba(192, 57, 43, 0.03) 0%, transparent 70%);\n        pointer-events: none;\n    }\n    .vd-icon {\n        flex-shrink: 0;\n        background: #fff5f4;\n        border: 1px solid #fee2e1;\n        border-radius: 8px;\n        width: 40px;\n        height: 40px;\n        display: flex;\n        align-items: center;\n        justify-content: center;\n    }\n    .vd-icon svg { width: 22px; height: 22px; }\n    .vd-content { flex: 1; min-width: 0; }\n    .vd-label {\n        display: block;\n        font-size: 11px;\n        font-weight: 800;\n        letter-spacing: 0.1em;\n        text-transform: uppercase;\n        color: #c0392b;\n        margin-bottom: 8px;\n        font-family: \"Inter\", sans-serif;\n    }\n    .vd-text {\n        font-size: 14px;\n        line-height: 1.6;\n        color: #475467;\n        margin: 0;\n        font-family: \"Inter\", sans-serif;\n    }\n    .vd-text p { margin: 0 0 10px 0; }\n    .vd-text p:last-child { margin-bottom: 0; }\n    .vd-text strong { color: #101828; font-weight: 600; }\n    .vd-text a { color: #c0392b; text-decoration: underline; }\n    @media (max-width: 600px) {\n        .vd-wrap { flex-direction: column; gap: 12px; padding: 20px; }\n        .vd-icon { width: 32px; height: 32px; }\n    }\n    <\/style>\n\n    <div class=\"vd-wrap\" role=\"alert\" aria-label=\"Divulgation des risques\">\n        <div class=\"vd-icon\">\n            <svg viewBox=\"0 0 24 24\" fill=\"none\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\">\n                <path d=\"M12 9V14M12 17.01L12.01 16.998M12 21C16.9706 21 21 16.9706 21 12C21 7.02944 16.9706 3 12 3C7.02944 3 3 7.02944 3 12C3 16.9706 7.02944 21 12 21Z\" stroke=\"#c0392b\" stroke-width=\"2\" stroke-linecap=\"round\" stroke-linejoin=\"round\"\/>\n            <\/svg>\n        <\/div>\n        <div class=\"vd-content\">\n            <span class=\"vd-label\">Avertissement R\u00e9glementaire sur les Risques<\/span>\n            <div class=\"vd-text\"><\/p>\n<p class=\"wp-block-paragraph\">Les taux de swap forex sont des ajustements d&rsquo;int\u00e9r\u00eat qui affectent les positions d\u00e9tenues du jour au lendemain, et les strat\u00e9gies de carry trade composent l&rsquo;exposition sur des mois ou des ann\u00e9es de sp\u00e9culation \u00e0 effet de levier. Des changements soudains de taux d&rsquo;int\u00e9r\u00eat des banques centrales peuvent inverser des positions de swap rentables en quelques heures, particuli\u00e8rement durant le risque de d\u00e9nouement du carry trade sur le yen de 1 000 milliards de dollars. Les gaps de rollover et les fermetures de march\u00e9 peuvent faire bondir les taux de swap de mani\u00e8re inattendue, d\u00e9truisant les comptes qui comptaient sur un revenu d&rsquo;int\u00e9r\u00eat r\u00e9gulier. Capital \u00e0 risque dans tout trading \u00e0 effet de levier.<\/p>\n<p class=\"wp-block-paragraph\">\n<\/div>\n        <\/div>\n    <\/div><\/p>\n\n\n<div style=\"border:1.5px solid #e0e0e0;border-left:6px solid #ff8c42;border-radius:10px;background:transparent;padding:18px 24px;margin:18px 0;box-shadow:0 3px 10px rgba(255,140,66,0.08);transition:all 0.3s ease;\"><div style=\"font-size:1.55em;font-weight:600;color:#1a1a33;margin:0 0 12px 0;padding-bottom:6px;display:inline-block;border-bottom:2px solid #7a5cff;\">R\u00e9sum\u00e9 rapide<\/div><div style=\"font-size:1.05em;line-height:1.7;color:#2f3b52;text-align:justify;\"><br \/>\nLes taux de swap forex sont les ajustements d&rsquo;int\u00e9r\u00eat du jour au lendemain appliqu\u00e9s aux positions de devises d\u00e9tenues au-del\u00e0 de la cl\u00f4ture quotidienne du march\u00e9. Ces taux identifient le diff\u00e9rentiel de rendement entre les politiques des banques centrales nationales et les co\u00fbts de financement propres au courtier. D\u00e9but 2026, les strat\u00e9gies de carry trade ont g\u00e9n\u00e9r\u00e9 un rendement impressionnant de 12 %, pilot\u00e9 par la divergence entre les exportateurs d&rsquo;\u00e9nergie hawkish et les sources de financement dovish.<br \/>\n<\/div><\/div>\n\n\n\n<p class=\"wp-block-paragraph\">Les taux de swap forex fonctionnent comme le co\u00fbt de portage pour les traders cherchant \u00e0 maintenir une exposition de march\u00e9 sur des horizons de plusieurs jours. Ce m\u00e9canisme tient compte de la valeur temporelle de l&rsquo;argent en cr\u00e9ditant ou en d\u00e9bitant des int\u00e9r\u00eats en fonction de l&rsquo;\u00e9cart de rendement d&rsquo;une paire de devises. Il sert de d\u00e9terminant principal de la rentabilit\u00e9 \u00e0 long terme pour les traders swing et de position en 2026.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Le paysage macro\u00e9conomique de 2026 se caract\u00e9rise par le retrait final des moteurs de tarification bas\u00e9s sur le LIBOR au profit du Secured Overnight Financing Rate (SOFR). Les investisseurs utilisent les diff\u00e9rentiels de swap pour ex\u00e9cuter des carry trades, capitalisant sur l&rsquo;\u00e9cosyst\u00e8me de 1 000 milliards de dollars financ\u00e9 en yen qui reste une pierre angulaire de la liquidit\u00e9 mondiale.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><div class=\"volity-note-box-1\"><p style=\"margin:0!important;font-size:1.1em!important;line-height:1.6!important;color:#212529!important;font-family:inherit!important;\">Comprendre <strong style=\"font-weight:700!important;color:#212529!important;\">Forex Swap Rates<\/strong> est important, mais la vraie progression commence en appliquant ces connaissances. <a href=\"https:\/\/my.volity.io\/signup\" target=\"_blank\" class=\"volity-cta-link-1\">Cr\u00e9ez votre compte de trading forex gratuit<\/a> pour vous entra\u00eener sur un compte d\u00e9mo gratuit et mettre votre strat\u00e9gie \u00e0 l\u2019\u00e9preuve.<\/p><\/div><\/p>\n\n\n\n<h2 class=\"wp-block-heading\">Que sont les taux de swap forex et comment sont-ils calcul\u00e9s ?<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Les taux de swap forex sont les ajustements d&rsquo;int\u00e9r\u00eat appliqu\u00e9s aux positions ouvertes maintenues ouvertes au-del\u00e0 de l&rsquo;heure de rollover quotidienne pour refl\u00e9ter les diff\u00e9rentiels de rendement des devises. Le calcul op\u00e8re sur un principe simple : l&rsquo;int\u00e9r\u00eat gagn\u00e9 sur la devise de base moins l&rsquo;int\u00e9r\u00eat pay\u00e9 sur la devise de cotation, plus ou moins la marge de financement du courtier. Si vous d\u00e9tenez une position <a href=\"https:\/\/volity.io\/fr\/forex\/how-to-read-forex-pairs\/\">EUR\/USD<\/a> longue (gagnant des euros au taux de 2,00 % de la BCE tout en payant des dollars au taux de 3,75 % de la Fed), vous devez environ 1,75 % par an \u00e0 votre courtier, appliqu\u00e9 quotidiennement comme un swap n\u00e9gatif.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Le processus de rollover commence \u00e0 17h00 EST (cl\u00f4ture de New York), lorsque le march\u00e9 forex r\u00e9initialise automatiquement les positions dans le jour de trading suivant. Les traders d\u00e9tenant des positions au-del\u00e0 de cette heure sont d\u00e9bit\u00e9s ou cr\u00e9dit\u00e9s du financement du jour au lendemain en fonction du diff\u00e9rentiel de taux d&rsquo;int\u00e9r\u00eat de leur paire de devises. En 2026, les volumes de transactions USD SOFR d\u00e9passent r\u00e9guli\u00e8rement 1 000 milliards de dollars par jour, fournissant la liquidit\u00e9 la plus profonde possible pour les r\u00e9f\u00e9rences de financement du jour au lendemain (New York Fed, 2026).<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Le processus de rollover : d\u00e9tenir des positions au-del\u00e0 de 17h00 EST d\u00e9clenche l&rsquo;application automatique du financement du jour au lendemain<\/li>\n<li>La logique de calcul : (int\u00e9r\u00eat gagn\u00e9 sur la base &#8211; int\u00e9r\u00eat pay\u00e9 sur la cotation) +\/- la marge du courtier d\u00e9termine le swap net<\/li>\n<li>R\u00e8glement T+2 : pourquoi le \u00ab triple swap \u00bb survient pour couvrir le gap du week-end dans le calendrier de trading<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">Du LIBOR au SOFR : la norme de r\u00e9f\u00e9rence de 2026<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">La transition de r\u00e9f\u00e9rence identifie le passage des taux de cr\u00e9dit bancaire non garantis au financement sans risque garanti par les bons du Tr\u00e9sor pour toute la tarification de swap. Le syst\u00e8me LIBOR h\u00e9rit\u00e9 permettait aux banques d&rsquo;estimer subjectivement les taux du jour au lendemain ; le SOFR utilise des donn\u00e9es de transactions r\u00e9elles des march\u00e9s de pr\u00eat garanti, \u00e9liminant le risque de manipulation. L&rsquo;ajustement d&rsquo;\u00e9cart de cr\u00e9dit (CSA) de 26,161 points de base comble l&rsquo;\u00e9cart entre le SOFR et l&rsquo;ancienne m\u00e9thodologie LIBOR, garantissant la compatibilit\u00e9 descendante.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Le Term SOFR, pleinement introduit en 2026, permet aux courtiers de verrouiller les taux d&rsquo;actualisation des contrats \u00e0 terme 1 mois, 3 mois et 6 mois \u00e0 l&rsquo;avance plut\u00f4t que de se fier aux fluctuations quotidiennes volatiles. Cette visibilit\u00e9 prospective aide \u00e0 la fois les courtiers et les traders \u00e0 planifier des positions de carry trade sur plusieurs semaines avec une plus grande certitude.<\/p>\n\n\n<div class=\"volity-cta-box-2\"><p style=\"margin-top:0!important;margin-bottom:10px!important;font-size:1.1em!important;color:#212529!important;font-family:inherit!important;line-height:1.6!important;\"><strong style=\"font-weight:700!important;color:#212529!important;\">Pr\u00eat \u00e0 faire passer votre trading au niveau sup\u00e9rieur ?<\/strong><\/p><p style=\"margin-bottom:20px!important;font-size:1em!important;color:#212529!important;font-family:inherit!important;line-height:1.6!important;\">Vous avez les connaissances. Il vous manque la plateforme. Rejoignez des milliers de traders qui choisissent Volity pour ses outils puissants, son ex\u00e9cution rapide et son support d\u00e9di\u00e9.<\/p><a href=\"https:\/\/my.volity.io\/signup\" target=\"_blank\" class=\"volity-cta-button-2\">Cr\u00e9ez votre compte en moins de 3 minutes<\/a><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">Taux actuels des banques centrales : r\u00e9f\u00e9rences de mi-mai 2026<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Les <a href=\"https:\/\/volity.io\/fr\/forex\/interest-rate-trading\/\">taux directeurs<\/a> des banques centrales d\u00e9terminent la direction principale des cr\u00e9dits et d\u00e9bits du jour au lendemain sur toutes les paires de devises majeures. La R\u00e9serve f\u00e9d\u00e9rale maintient les taux entre 3,50 % et 3,75 %, l\u00e9g\u00e8rement plus \u00e9lev\u00e9s que la base de 3,25 % issue de la transition de leadership de Warsh d\u00e9but 2026. La BCE maintient son taux de facilit\u00e9 de d\u00e9p\u00f4t \u00e0 un niveau stable de 2,00 %, cr\u00e9ant l&rsquo;\u00e9cart de 1,75 % entre l&rsquo;USD et l&rsquo;EUR qui finance une grande partie de l&rsquo;\u00e9cosyst\u00e8me du carry trade.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">La Banque d&rsquo;Angleterre maintient le taux directeur \u00e0 3,75 %, align\u00e9 sur les taux am\u00e9ricains pour d\u00e9fendre la livre sterling contre les sorties \u00e9trang\u00e8res. La Banque du Japon reste \u00e0 0,75 %, la source principale de financement bon march\u00e9 pour les strat\u00e9gies de carry sur le yen dans le monde entier. En mai 2026, la BoJ fait face \u00e0 une pression croissante pour atteindre un taux directeur de 1,00 % afin de combattre un yen affaibli et une inflation sous-jacente de 2,8 % (Trading Economics, 2026).<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Ces taux diff\u00e9rentiels cr\u00e9ent l&rsquo;opportunit\u00e9 : emprunter du JPY \u00e0 0,75 %, d\u00e9ployer en GBP \u00e0 3,75 %, et gagner 3,00 % de revenu d&rsquo;int\u00e9r\u00eat pur, inchang\u00e9 par le fait que le prix monte ou descende. Ces diff\u00e9rentiels de taux cr\u00e9ent des fen\u00eatres d&rsquo;entr\u00e9e tactiques pour les traders swing pour \u00e9tablir des positions sur la valeur fondamentale plut\u00f4t que sur des cassures techniques.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">Performance du carry trade : rentabilit\u00e9 dans le r\u00e9gime de 2026<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Les strat\u00e9gies de carry trade identifient des cibles de devises \u00e0 haut rendement financ\u00e9es par des offres \u00e0 faible int\u00e9r\u00eat pour capturer un int\u00e9r\u00eat de rollover positif continu. L&rsquo;environnement de 2026 s&rsquo;est av\u00e9r\u00e9 exceptionnellement rentable pour les devises exportatrices d&rsquo;\u00e9nergie : le real br\u00e9silien (BRL) et la livre turque (TRY) ont surperform\u00e9 les paires de carry traditionnelles, le th\u00e8me du \u00ab carry sur mati\u00e8res premi\u00e8res \u00bb g\u00e9n\u00e9rant 12 % de rendements agr\u00e9g\u00e9s durant les quatre premiers mois de 2026. Le m\u00e9canisme est simple : emprunter \u00e0 0,75 % (JPY) et pr\u00eater \u00e0 plus de 4,35 % (AUD, BRL, TRY) pour un \u00e9cart net qui se compose quotidiennement.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Les m\u00e9triques de performance r\u00e9v\u00e8lent que le revenu de swap positif \u00e0 lui seul peut justifier de d\u00e9tenir des positions de prix neutres ou l\u00e9g\u00e8rement n\u00e9gatives pendant des semaines ou des mois. Un trader d\u00e9tenant un AUD\/JPY plat en prix mais collectant 10 pips de swap quotidien gagne 300 pips (3 %) sur trois mois purement gr\u00e2ce \u00e0 l&rsquo;int\u00e9r\u00eat, \u00e9quivalent \u00e0 un rendement annualis\u00e9 de 12 % sur un micro-compte. Le facteur de risque critique est le ratio carry-vol : d\u00e9tenir un AUD\/JPY est rentable durant les march\u00e9s calmes mais destructeur durant les pics de volatilit\u00e9 o\u00f9 des mouvements quotidiens de plus de 500 pips effacent instantan\u00e9ment des mois de gains d&rsquo;int\u00e9r\u00eat.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Exemple concret de trading :<\/strong> un trader a pris une position longue sur l&rsquo;AUD\/JPY \u00e0 95,00, empruntant du yen \u00e0 0,75 % pour investir en dollars australiens \u00e0 4,35 % d\u00e9but 2026. La position a gagn\u00e9 environ 10 pips de swap positif par lot standard chaque nuit ; tandis que le prix \u00e9tait plat, le \u00ab profit d&rsquo;int\u00e9r\u00eat \u00bb cumul\u00e9 a atteint 300 pips sur trois mois. <strong>Les performances pass\u00e9es ne pr\u00e9jugent pas des r\u00e9sultats futurs.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Le <a href=\"https:\/\/www.cftc.gov\/MarketReports\/index.htm\">rapport de performance du carry trade li\u00e9 aux mati\u00e8res premi\u00e8res 2026 de la CFTC<\/a> fournit des donn\u00e9es de performance de niveau institutionnel confirmant cette r\u00e9surgence du carry \u00e0 travers les mati\u00e8res premi\u00e8res et les paires de devises.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">Le mercredi du triple swap : l&rsquo;anomalie de r\u00e8glement T+2<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Les cycles de r\u00e8glement identifient le timing du cr\u00e9dit de triple int\u00e9r\u00eat appliqu\u00e9 pour compenser la fen\u00eatre de compensation de deux jours du march\u00e9. Le march\u00e9 forex op\u00e8re sur une base T+2, ce qui signifie que les transactions se r\u00e8glent (l&rsquo;\u00e9change r\u00e9el de devises se produit) deux jours ouvrables apr\u00e8s l&rsquo;ex\u00e9cution. Lorsque vous d\u00e9tenez une position durant la nuit du mercredi, vous couvrez un gap : une transaction cl\u00f4tur\u00e9e le vendredi ne se r\u00e8gle que le lundi, exigeant que l&rsquo;int\u00e9r\u00eat s&rsquo;accumule durant la nuit du vendredi, le samedi, le dimanche et la nuit du dimanche. Pour compresser cela dans le swap nocturne normal, les positions du mercredi re\u00e7oivent le triple de la charge d&rsquo;int\u00e9r\u00eat normale.<\/p>\n\n\n\n<figure class=\"wp-block-table\">\n<table style=\"display:table;width:100%;border-collapse:collapse;margin:24px 0;table-layout:auto;word-wrap:break-word;\">\n<thead style=\"display:table-header-group;\">\n<tr style=\"display:table-row;\"><th style=\"display:table-cell;text-align:left;padding:10px 14px;background:#5b2c8d;color:#ffffff;font-weight:bold;font-size:14px;border:1px solid #4a2275;white-space:nowrap;\">Devise<\/th><th style=\"display:table-cell;text-align:left;padding:10px 14px;background:#5b2c8d;color:#ffffff;font-weight:bold;font-size:14px;border:1px solid #4a2275;white-space:nowrap;\">Heure de rollover (EST)<\/th><th style=\"display:table-cell;text-align:left;padding:10px 14px;background:#5b2c8d;color:#ffffff;font-weight:bold;font-size:14px;border:1px solid #4a2275;white-space:nowrap;\">Jour du triple swap<\/th><th style=\"display:table-cell;text-align:left;padding:10px 14px;background:#5b2c8d;color:#ffffff;font-weight:bold;font-size:14px;border:1px solid #4a2275;white-space:nowrap;\">Profil de rendement 2026<\/th><th style=\"display:table-cell;text-align:left;padding:10px 14px;background:#5b2c8d;color:#ffffff;font-weight:bold;font-size:14px;border:1px solid #4a2275;white-space:nowrap;\">Statut de financement<\/th><\/tr>\n<\/thead>\n<tbody style=\"display:table-row-group;\">\n<tr style=\"display:table-row;\"><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">USD<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">17h00<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">Mercredi<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">\u00c9lev\u00e9 (3,75 %)<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">Cible<\/td><\/tr>\n<tr style=\"display:table-row;\"><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">EUR<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">17h00<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">Mercredi<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">Neutre (2,00 %)<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">Neutre<\/td><\/tr>\n<tr style=\"display:table-row;\"><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">GBP<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">17h00<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">Mercredi<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">\u00c9lev\u00e9 (3,75 %)<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">Cible<\/td><\/tr>\n<tr style=\"display:table-row;\"><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">JPY<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">17h00<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">Mercredi<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">Bas (0,75 %)<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#f9f9f9;color:#333333;font-size:14px;vertical-align:top;\">Financeur<\/td><\/tr>\n<tr style=\"display:table-row;\"><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">CHF<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">17h00<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">Mercredi<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">Bas (1,50 %)<\/td><td style=\"display:table-cell;padding:9px 14px;border:1px solid #ddd;background:#ffffff;color:#333333;font-size:14px;vertical-align:top;\">Financeur<\/td><\/tr>\n<\/tbody>\n<\/table>\n<\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Note de source : donn\u00e9es compil\u00e9es \u00e0 partir de Volity Yield Lab et des calendriers de r\u00e8glement de CME Group (2026).<\/em><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Pour les carry traders, le mercredi est la nuit la plus rentable : d\u00e9tenir une position AUD\/JPY durant le mercredi gagne plus de 30 pips au lieu de 10, triplant votre revenu d&rsquo;int\u00e9r\u00eat. Les traders professionnels \u00e9chelonnent souvent les positions vers le mercredi pour maximiser cet effet de composition.<\/p>\n\n\n<div style=\"background:#eef6ff;border-left:4px solid #007bff;padding:12px 16px;margin:18px 0;border-radius:4px;color:#212529;line-height:1.6;\">\n        <strong>Astuce :<\/strong> Marquez votre calendrier pour le mercredi du triple swap ; parce que le march\u00e9 forex se r\u00e8gle sur une base T+2, les rollovers du mercredi incluent trois jours d&rsquo;int\u00e9r\u00eat pour tenir compte du week-end, cr\u00e9ant souvent des pics de liquidit\u00e9 uniques \u00e0 17h00 EST.<\/div>\n\n\n\n<h2 class=\"wp-block-heading\">Risques du portage du jour au lendemain : la menace du d\u00e9nouement du yen<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Les chocs de liquidit\u00e9 indiquent qu&rsquo;une appr\u00e9ciation soudaine de la devise peut instantan\u00e9ment effacer des mois de gains de swap positifs durant un d\u00e9nouement de carry trade. L&rsquo;ensemble de l&rsquo;\u00e9cosyst\u00e8me du carry trade sur le yen, estim\u00e9 \u00e0 1 000 milliards de dollars d&rsquo;exposition notionnelle, d\u00e9pend du maintien ind\u00e9fini de taux d&rsquo;int\u00e9r\u00eat bas par la Banque du Japon. Si la BoJ pivote soudainement vers des taux de 2,00 % (suite \u00e0 des donn\u00e9es d&rsquo;inflation ou une crise g\u00e9opolitique), les carry traders font face \u00e0 un d\u00e9nouement en cascade : les positions doivent \u00eatre cl\u00f4tur\u00e9es, le yen s&rsquo;appr\u00e9cie soudainement contre toutes les devises financ\u00e9es, et les appels de marge d\u00e9clenchent une liquidation rapide.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Les chocs g\u00e9opolitiques cr\u00e9ent un risque de d\u00e9nouement similaire : les tensions \u00e0 Ta\u00efwan ou l&rsquo;escalade au Moyen-Orient d\u00e9clenchent des rallyes de \u00ab fuite vers la s\u00e9curit\u00e9 \u00bb dans le JPY et l&rsquo;USD, \u00e9crasant simultan\u00e9ment les positions AUD, BRL et TRY. L&rsquo;environnement de 2026 reste vuln\u00e9rable car le yen se situe \u00e0 des niveaux historiquement bas (pr\u00e8s de 150 USD\/JPY) avec une marge de hausse limit\u00e9e avant que les positions de carry ne deviennent \u00e9conomiquement irrationnelles. Une r\u00e9\u00e9valuation de 10 % du yen an\u00e9antit 5 \u00e0 7 ans de rendements de carry trade positifs en quelques semaines.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">La volatilit\u00e9 repr\u00e9sente le dernier danger cach\u00e9. D\u00e9tenir un <a href=\"https:\/\/volity.io\/fr\/forex\/how-to-calculate-margin-in-forex\/\">effet de levier<\/a> de 100:1 sur une paire de carry \u00e0 haut int\u00e9r\u00eat semble s\u00fbr durant les march\u00e9s calmes lorsque la volatilit\u00e9 se situe \u00e0 8-10 %. Un choc g\u00e9opolitique fait monter la volatilit\u00e9 \u00e0 plus de 25, et votre tampon de marge de compte s&rsquo;\u00e9vapore. Cette distinction explique pourquoi le ratio carry-vol importe plus que le rendement brut : un rendement de 6 % avec une volatilit\u00e9 de 25 % est plus risqu\u00e9 qu&rsquo;un rendement de 4 % avec une volatilit\u00e9 de 8 %.<\/p>\n\n\n<div style=\"\n        display: flex;\n        align-items: flex-start;\n        gap: 12px;\n        border: 1px solid #b71c1c;\n        background: #d32f2f;\n        padding: 16px 20px;\n        margin: 20px 0;\n        border-radius: 8px;\n        font-size: 16px;\n        line-height: 1.6;\n        color: #ffffff;\n        box-shadow: 0 4px 10px rgba(0,0,0,0.15);\n        max-width: 100%;\n        word-wrap: break-word;\n    \">\n        <div style=\"\n            font-size: 22px;\n            color: #ffffff;\n            line-height: 1;\n        \">&#9888;<\/div>\n\n        <div style=\"flex: 1;\">\n            <b>AVERTISSEMENT :<\/b> M\u00e9fiez-vous du risque de \u00ab d\u00e9nouement du yen \u00bb ; avec le march\u00e9 total du carry trade sur le yen estim\u00e9 \u00e0 1 000 milliards de dollars en 2026, tout resserrement agressif de la Banque du Japon pourrait d\u00e9clencher un pic de devise rapide qui efface des mois de gains d&rsquo;int\u00e9r\u00eat en quelques minutes.\n        <\/div>\n    <\/div>\n\n\n<div style=\"\n        background-color: #e6f8e6;\n        border-left: 4px solid #4caf50;\n        padding: 16px;\n        margin: 20px 0;\n        border-radius: 6px;\n        font-size: 16px;\n        line-height: 1.6;\n        color: #2e4e2e;\n        box-sizing: border-box;\n        max-width: 100%;\n        word-wrap: break-word;\">\n        <b>\ud83d\udca1 ID\u00c9E CL\u00c9 :<\/b> Pour les traders cherchant \u00e0 \u00e9viter compl\u00e8tement l&rsquo;int\u00e9r\u00eat, de nombreux [courtiers forex islamiques](https:\/\/volity.io\/fr\/forex\/islamic-forex-brokers\/) offrent des comptes sans swap qui remplacent l&rsquo;int\u00e9r\u00eat du jour au lendemain par des spreads ou des commissions accrus pour rester conformes \u00e0 la charia.\n    <\/div>\n\n\n\n<h2 class=\"wp-block-heading\">Trading sans swap : l&rsquo;essor des comptes conformes \u00e0 la charia<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Les structures de compte islamique repr\u00e9sentent une solution sp\u00e9cialis\u00e9e pour les traders cherchant \u00e0 \u00e9liminer les d\u00e9bits et cr\u00e9dits d&rsquo;int\u00e9r\u00eat du jour au lendemain. La finance islamique interdit la \u00ab Riba \u00bb (transactions portant int\u00e9r\u00eat), exigeant un m\u00e9canisme alternatif pour accommoder la valeur temporelle de l&rsquo;argent. Les comptes sans swap remplacent l&rsquo;int\u00e9r\u00eat nocturne par soit un spread bid-ask plus large (g\u00e9n\u00e9ralement +2-3 pips ajout\u00e9s \u00e0 chaque transaction), soit une commission quotidienne forfaitaire (1-5 \u00a3 par lot) qui couvre les co\u00fbts de financement du courtier.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">La compensation des co\u00fbts r\u00e9v\u00e8le une dynamique int\u00e9ressante : un trader swing d\u00e9tenant des positions 5 \u00e0 10 jours par position paie significativement plus \u00e0 travers le spread large qu&rsquo;il ne le ferait \u00e0 travers l&rsquo;int\u00e9r\u00eat de swap conventionnel. Cependant, les traders de position \u00e0 long terme (d\u00e9tenant des semaines ou des mois) b\u00e9n\u00e9ficient souvent des comptes sans swap car ils \u00e9liminent le frein des int\u00e9r\u00eats compos\u00e9s qui s&rsquo;accumule \u00e0 travers les calendriers. Le <a href=\"https:\/\/volity.io\/fr\/forex\/forex-spread-betting\/\">spread betting forex<\/a> op\u00e8re de mani\u00e8re similaire aux comptes sans swap, facturant l&rsquo;int\u00e9r\u00eat \u00e0 travers le spread plut\u00f4t que par des cr\u00e9dits nocturnes.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">L&rsquo;usage professionnel des comptes sans swap s&rsquo;\u00e9tend au-del\u00e0 de la conformit\u00e9 religieuse. Certains traders institutionnels utilisent intentionnellement des structures sans swap pour \u00e9viter les complications fiscales de l&rsquo;int\u00e9r\u00eat de swap d\u00e9clarable dans des juridictions comme l&rsquo;Australie ou le Canada, o\u00f9 le revenu de swap porte un traitement fiscal diff\u00e9rent des plus-values. Comprendre comment le plus petit mouvement de prix (chaque pip) se compose \u00e0 travers des spreads plus larges est essentiel pour calculer la v\u00e9ritable rentabilit\u00e9 de position lors de l&rsquo;utilisation de comptes sans swap.<\/p>\n\n\n<div class=\"volity-cta-box-3\"><p style=\"margin-top:0!important;margin-bottom:10px!important;font-size:1.1em!important;color:#212529!important;font-family:inherit!important;line-height:1.6!important;\"><strong style=\"font-weight:700!important;color:#212529!important;\">Transformez vos connaissances en profit<\/strong><\/p><p style=\"margin-bottom:20px!important;font-size:1em!important;color:#212529!important;font-family:inherit!important;line-height:1.6!important;\">Vous avez lu, il est temps d\u2019agir. La meilleure fa\u00e7on d\u2019apprendre, c\u2019est en pratiquant. Ouvrez un compte d\u00e9mo gratuit et sans risque et entra\u00eenez votre strat\u00e9gie avec des fonds virtuels d\u00e8s aujourd\u2019hui.<\/p><a href=\"https:\/\/my.volity.io\/signup\" target=\"_blank\" class=\"volity-cta-button-3\">Ouvrir un compte d\u00e9mo gratuit<\/a><\/div>\n\n\n\n    <div class=\"keytakeaways-container\">\n        <p class=\"keytakeaways-title\"><strong>Points cl\u00e9s<\/strong><\/p>\n        <ul class=\"keytakeaways-list\"><\/p>\n<li>Les taux de swap forex sont des cr\u00e9dits ou d\u00e9bits d&rsquo;int\u00e9r\u00eat appliqu\u00e9s aux positions d\u00e9tenues du jour au lendemain au-del\u00e0 de la cl\u00f4ture de New York \u00e0 17h00 EST.<\/li>\n<li>Les diff\u00e9rentiels de taux d&rsquo;int\u00e9r\u00eat entre les banques centrales nationales pilotent la valeur principale du cr\u00e9dit ou d\u00e9bit de rollover.<\/li>\n<li>Le SOFR est la r\u00e9f\u00e9rence mondiale de 2026 pour le financement du jour au lendemain, ayant pleinement remplac\u00e9 le syst\u00e8me de tarification LIBOR h\u00e9rit\u00e9.<\/li>\n<li>Le mercredi du triple swap survient pour tenir compte du cycle de r\u00e8glement T+2, r\u00e9sultant en trois jours d&rsquo;int\u00e9r\u00eat trait\u00e9s d&rsquo;un coup.<\/li>\n<li>Les strat\u00e9gies de carry trade impliquent d&#8217;emprunter des devises \u00e0 faible rendement comme le JPY pour investir dans des cibles \u00e0 haut rendement comme l&rsquo;USD ou le BRL.<\/li>\n<li>Les comptes sans swap sont utilis\u00e9s par les traders islamiques pour \u00e9viter les transactions bas\u00e9es sur l&rsquo;int\u00e9r\u00eat tout en participant au march\u00e9 des devises.<\/li>\n<p><\/ul>\n    <\/div>\n    <style>\n    .keytakeaways-container { background-color: #fff; padding: 25px; border: 1px solid #800080; border-radius: 10px; box-shadow: 0 4px 12px rgba(0, 0, 0, 0.1); max-width: 700px; margin: 30px auto; }\n    .keytakeaways-title { text-transform: uppercase; letter-spacing: 1px; margin-bottom: 20px; border-bottom: 2px solid #800080; padding-bottom: 10px; font-weight: bold; font-size: 18px; }\n    .keytakeaways-list { list-style: none; margin: 0; padding: 0; }\n    .keytakeaways-list li { line-height: 1.8; margin-bottom: 15px; position: relative; padding-left: 25px; }\n    .keytakeaways-list li::before { content: \"\"; position: absolute; left: 0; top: 50%; transform: translateY(-50%); width: 8px; height: 8px; border-radius: 50%; background-color: #800080; }\n    @media (max-width: 768px) { .keytakeaways-container { padding: 20px; margin: 20px auto; } .keytakeaways-title { font-size: 16px; } .keytakeaways-list li { font-size: 14px; } }\n    <\/style>\n\n\n\n<h2 class=\"wp-block-heading\">Foire aux questions<\/h2>\n\n\n    \n    <div class=\"faq-accordion\">\n                    <div class=\"faq-card\">\n                <div class=\"faq-question\">\n                    <span>Quels sont les taux actuels des banques centrales pour mai 2026 ?<\/span>\n                    <span class=\"faq-arrow\">&#9662;<\/span>\n                <\/div>\n                <div class=\"faq-answer\">\n                    En mai 2026, la R\u00e9serve f\u00e9d\u00e9rale am\u00e9ricaine maintient les taux entre trois virgule cinq et trois virgule soixante-quinze pour cent, tandis que la BCE maintient \u00e0 deux pour cent et la BoE \u00e0 trois virgule soixante-quinze pour cent.                <\/div>\n            <\/div>\n                    <div class=\"faq-card\">\n                <div class=\"faq-question\">\n                    <span>Comment la transition vers le SOFR affecte-t-elle les taux de swap de 2026 ?<\/span>\n                    <span class=\"faq-arrow\">&#9662;<\/span>\n                <\/div>\n                <div class=\"faq-answer\">\n                    La r\u00e9f\u00e9rence SOFR de 2026 fournit une tarification plus transparente que le LIBOR h\u00e9rit\u00e9, utilisant un ajustement d'\u00e9cart de vingt-six virgule seize points de base pour garantir des co\u00fbts de financement du jour au lendemain coh\u00e9rents \u00e0 travers tous les swaps de devises.                <\/div>\n            <\/div>\n                    <div class=\"faq-card\">\n                <div class=\"faq-question\">\n                    <span>Le carry trade est-il toujours rentable en 2026 ?<\/span>\n                    <span class=\"faq-arrow\">&#9662;<\/span>\n                <\/div>\n                <div class=\"faq-answer\">\n                    Oui, le carry trade a connu une r\u00e9surgence en 2026, les devises exportatrices d'\u00e9nergie comme le real br\u00e9silien g\u00e9n\u00e9rant douze pour cent de rendements lorsqu'elles sont financ\u00e9es par des devises \u00e0 faible int\u00e9r\u00eat comme le yen japonais.                <\/div>\n            <\/div>\n                    <div class=\"faq-card\">\n                <div class=\"faq-question\">\n                    <span>Pourquoi les taux de swap sont-ils tripl\u00e9s le mercredi ?<\/span>\n                    <span class=\"faq-arrow\">&#9662;<\/span>\n                <\/div>\n                <div class=\"faq-answer\">\n                    Les taux de swap sont tripl\u00e9s le mercredi car le march\u00e9 forex se r\u00e8gle sur une base T+2, exigeant que le rollover inclue trois jours d'int\u00e9r\u00eat pour tenir compte de la p\u00e9riode de fermeture du week-end.                <\/div>\n            <\/div>\n                    <div class=\"faq-card\">\n                <div class=\"faq-question\">\n                    <span>Qu&#039;est-ce qu&#039;un compte \u00ab sans swap \u00bb ?<\/span>\n                    <span class=\"faq-arrow\">&#9662;<\/span>\n                <\/div>\n                <div class=\"faq-answer\">\n                    Un compte sans swap, ou compte islamique, est une structure sp\u00e9cialis\u00e9e qui ne facture ni ne cr\u00e9dite d'int\u00e9r\u00eat du jour au lendemain, garantissant la conformit\u00e9 \u00e0 la loi de la charia \u00e0 travers des spreads ajust\u00e9s ou des frais administratifs forfaitaires.                <\/div>\n            <\/div>\n                    <div class=\"faq-card\">\n                <div class=\"faq-question\">\n                    <span>Comment un swap forex est-il calcul\u00e9 ?<\/span>\n                    <span class=\"faq-arrow\">&#9662;<\/span>\n                <\/div>\n                <div class=\"faq-answer\">\n                    Un swap forex est calcul\u00e9 en fonction du diff\u00e9rentiel de taux d'int\u00e9r\u00eat entre les devises de base et de cotation, moins le spread de financement et la marge du courtier pour g\u00e9rer l'exposition du jour au lendemain.                <\/div>\n            <\/div>\n                    <div class=\"faq-card\">\n                <div class=\"faq-question\">\n                    <span>Un taux de swap peut-il \u00eatre positif ?<\/span>\n                    <span class=\"faq-arrow\">&#9662;<\/span>\n                <\/div>\n                <div class=\"faq-answer\">\n                    Oui, un taux de swap est positif lorsque vous achetez une devise avec un taux d'int\u00e9r\u00eat plus \u00e9lev\u00e9 que celle que vous vendez, r\u00e9sultant en un cr\u00e9dit net sur votre compte de trading.                <\/div>\n            <\/div>\n                    <div class=\"faq-card\">\n                <div class=\"faq-question\">\n                    <span>Qu&#039;est-ce qui fait bouger les taux de swap en 2026 ?<\/span>\n                    <span class=\"faq-arrow\">&#9662;<\/span>\n                <\/div>\n                <div class=\"faq-answer\">\n                    Les taux de swap en 2026 sont principalement mus par les d\u00e9cisions de taux d'int\u00e9r\u00eat des banques centrales, les donn\u00e9es d'inflation nationales et les variations du march\u00e9 de liquidit\u00e9 interbancaire qui influencent les r\u00e9f\u00e9rences de financement du jour au lendemain comme le SOFR.                <\/div>\n            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Ce contenu est produit \u00e0 des fins \u00e9ducatives uniquement et ne constitue pas un conseil financier ni une recommandation d&rsquo;ex\u00e9cuter des strat\u00e9gies de carry trade. Le carry trading implique un fort effet de levier et une exposition significative au risque de politique des banques centrales ; consultez toujours un conseiller financier et v\u00e9rifiez les conditions de taux de swap de votre courtier avant de mettre en \u0153uvre des strat\u00e9gies de trading du jour au lendemain. Certains liens de cet article peuvent \u00eatre des liens affili\u00e9s.<\/p>\n<p class=\"wp-block-paragraph\">\n<\/div>\n    <\/div><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Les taux de swap forex fonctionnent comme le co\u00fbt de portage pour les traders cherchant \u00e0 maintenir une exposition de march\u00e9 sur [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":21816,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"inline_featured_image":false,"custom_schema":"","footnotes":""},"categories":[187],"tags":[],"class_list":["post-39122","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-forex"],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v27.7 (Yoast SEO v27.7) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>Taux de Swap Forex 2026 : Carry Trade, SOFR et Rollover | Volity<\/title>\n<meta name=\"description\" content=\"Que sont les taux de swap forex ? 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