# Swap Slippage
The swap slippage is given by:
$$
S\_{i \rightarrow j} = S\_i + (-S\_j) = S\_i - S\_j
$$
and
$$
S\_i = \dfrac{g(r'\_i) - g(r\_i)}{r'\_i - r\_i}
$$
$$
r'\_i + r\_i
$$
where 
is the original coverage and
is the final coverage.
If the swap amount is small, the slippage can be give by
$$
S\_{i \rightarrow j} = g'(r\_i) - g'(r'\_i)
$$
###
### Practical example of slippage calculation
We take the coverage ratio of USDT at 0.909 and ETH at 1.033. Working this out, we’d get:
#### USDT:
$$
g'(0.909) = -\dfrac{0.00002\*7}{0.909^8} = 0.03%
$$
#### ETH:
$$
g'(1.033) = -\dfrac{0.00002\*7}{1.033^8} = 0.01%
$$
Hence we have
$$
S\_{USDT \rightarrow ETH} = 0.03% - 0.01% = 0.02%
$$
This represents the marginal slippage when someone is performing a small amount of swap at this coverage ratio. And yes, the slippage is positive and user can benefit from the swap!
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