Updated
Updated · Bloomberg · Jul 10
Goldman Sachs Backs Carry Trades in $9.5 Trillion FX Market as Backdrop Hits 20-Year Best
Updated
Updated · Bloomberg · Jul 10

Goldman Sachs Backs Carry Trades in $9.5 Trillion FX Market as Backdrop Hits 20-Year Best

3 articles · Updated · Bloomberg · Jul 10

Summary

  • More than two decades after 2000, Goldman says G10 currency carry trades now offer their strongest setup, urging investors to borrow in low-yielding currencies and buy higher-yielding ones.
  • Stuart Jenkins wrote that the strategy has more relevance in the Group of 10 foreign-exchange market than at almost any point since 2000, pointing to an unusually favorable yield backdrop.
  • Goldman currently favors using the yen, Swiss franc or euro as funding currencies in the months ahead, highlighting where it sees the cheapest borrowing base.
  • The call targets one of the most widely used strategies in the $9.5 trillion-a-day FX market, giving the recommendation broad significance across global currency trading.

Insights

Is the popular yen carry trade a golden opportunity or a trap waiting to spring on investors?
As central banks diverge, which currency is the next surprise winner, and which is poised for a fall?
With FX volatility at a five-year low, what hidden signal could predict the next big currency crash?