I actually think the JGB futures combine both. Let's consider how the trade would respond to two shocks: (1) yen depreciation vs. dollar; (2)...
I've thought about using this method, but the most distant futures I see offered are for December 2010. So you can only lock in the rate for 17...
Carry trade, by definition, has currency risk. The IB margin rates quoted are floating rates, and will change according to Fed policy. If I...
The posting of this thread was delayed, so I'm bumping it in case anyone here has experience with a long term carry trade.
Hi, I'm new to ET. I'd like to sell short 10-year Japanese government bonds and invest the cash in other assets. As I understand the typical...
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