Total Return Swap Calculator
Calculate total return swap payments, financing costs, and analyze synthetic exposure to underlying assets.
Total Return Swap Details
$
%
%
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%
years
Net Payment (1 Year)
$600,000
You receive
Total Return Leg
$1.20M
Financing Leg
$600,000
Return Breakdown
Price Return$1,000,000 (10.0%)
Dividend/Income$200,000 (2.0%)
Total Return$1.20M
Financing Cost-$600,000
Performance Scenarios
Bull (+20%)$1.40M
Moderate (+10%)$400,000
Flat (0%)-$600,000
Bear (-10%)$-1.60M
Crash (-30%)$-3.60M
Key Metrics
Breakeven Return6.00%
Monthly Financing Cost$50,000
Max Loss (at zero)$10.00M