The Carry Trade

Defined as the "borrowing of one low yieldingtraders also benefiting from the shift in price. This
currency, and investing in a higher yielding pair", thehowever can work in both ways, with movements
carry trade allows investors to play the interest rateexacerbated during economic devaluation or
differential between two economies. An example ofweakness.
the carry trade in its purest form was the dollar yenRisks
prior to the global financial crisis. Traders focused onThe risks associated with the CT can be quite
extracting the monetary yield, between the US andsignificant. The recent global financial crisis is an
Japan at the time. Although the C Trade has becomeexample of the dangers of the carry trade with the
an attractive option for many investors and traders,drop in US monetary policy pushing the yield margin
there are a number of key risks which must bebetween the greenback and its currency
observed. The benefits and risks associated arecounterparts to record low levels. Economists have
highlighted in the below section.noted that the prominent US Dollar Japanese Yen
Benefitscarry trade no longer exists due to the economic
As discussed in the previous paragraph, the c tradeenvironment. Some blame this for the recent
has grown in interest over the last decade due toappreciation in the Yen against the greenback. The
fluctuating world monetary policy. The key benefitskey risks of the carry trade include:
of the CT include• Interest Rate Policy shift - Weakening of
• Cheaper Borrowing costs - sourcing currencymonetary policy due to economic concerns can lower
from low yield economiesthe yield return without lowering the overall risk.
• Flexibility of Investment Yield Choice - investors• Price movement adversity - Traders can lose
are able to look at investing the borrowed currencyon the carry trade if the price goes against them.
in a range of higher interest rate currenciesThe yield in many cases can then not cover the
• Ability to leverage on borrowings - Investorsoverall lose in the price shift.
can leverage with foreign exchange and hence are• Government intervention - Central Banks can
able to borrow more currency at a lower interestintervene from a liquidity point of view in the
rate and invest or lend at a higher rate.currency markets. This can have a dramatic impact
The benefits of the carry trade also extend toon price and sentiment. The carry trade's
market movements and positive fluctuations. Asattractiveness can change dramatically impacting the
more interest in the C Trade for a specific currencyrisk of the trade.
grows, the more inflated the price can become, with