I am working on this interest earning Basket: Long USD/JPY Long NZD/USD Short CHF/JPY Long EUR/CHF Short EUR/USD Long AUD/USD This leaveâs the trader Long NZD and Long AUD if he were to buy equal units of each, I believe. I will need to use my dealer/marketmaker's exposure tab for fine tuned weightings. I really like my dealer/marketmakers method of interest payments. I get hard cash daily, put into my account for the carry. The huge PICS* interest that I get allows me to dial down the exposure low enough to endure the change in UPL... One could add these three pair: Long GBP/JPY Short GBP/USD Short USD/MXN This would add a long MXN and a short JPY to the mixâ¦ Michael B. * = Positive Interest Carry System.