Every currency and commodity has a “cost of carry” associated with holding the position for more than one day. In currencies, this cost is a function of the “interest rate differential” of the two currencies that comprise the exchange rate.
For example, in USDJPY, the interest rate differential is the difference between short-term U.S. interest rates and short-term Japanese interest rates. If, for example, U.S. interest rates are 5.0% and Japanese interest rates are 1.0%, the interest rate differential is 4.0% (5.0% - 1.0%). This means that if a trader was to sell USDJPY, he would have to pay 4.0% of the notional amount of the contract per year to hold the position. On one lot, the notional amount is $100,000, so the trader would have to pay approximately $4,000 to hold the position for one year. This translates to approximately $11.00 per day per lot for holding the USDJPY position ($4,000/365).