The spreads on both rollover rates and STIRs (short-term interest rates) typically widen considerably at the end of each quarter. As a result, usually for a few days only, the daily charge can increase dramatically, causing visible spikes in the cost. Also, it is completely possible for currency pairs to charge rollovers for both long and short positions where they may not usually do so. This is a result of the underlying market spread rates (combined with any markups) straddling parity and reflects the increased costs that need to be paid in order for us to take the other side of positions.