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Special Report on

Leveraged Carry Trade

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Amid slumping exports, the Nikkei-225 equity index is also plunging, now far below the psychological 10,000-level for the first time in five years. Yet the Japanese Yen has been the only currency to climb against the US Dollar since August 1st, even while the greenback has moved sharply higher against the Euro and all other major foreign currencies. In fact, the Yen's best gains have been against the higher-yielding currencies, the traditional targets of "carry trade" investors. The yen is 36% higher against the Brazilian Real, 29% against the Australian Dollar, 33% vs. the New Zealand Kiwi, 16% higher vs. the British ...
of the underlying securities. Authorized participants may wish to invest in the ETF shares long-term, but usually act as market makers on the open market, using their ability to exchange creation units with their underlying securities to provide liquidity of the ETF shares and help ensure that their intraday market price approximates to the net asset value of the underlying assets. 2 Other investors, such as individuals using a retail broker, trade ETF shares on this secondary market . An ETF combines the valuation feature of a mutual fund or unit investment trust , which can be bought or sold at the end of each trading day for ...
"Weapons of Financial Mass Destruction" by Gary Dorsch, FSU ...
The latest downward spiral in the global commodity and stock markets, coinciding with several high profile bank failures, is conjuring up fears of the calamities of the Great Depression of the 1930’s. European and Asian stock markets are plunging as terror and panic hits Wall Street. The US Congress finally passed a massive $700 billion rescue package to unclog the credit markets, yet US stock markets have continued to plummet, shedding $1.5-trillion in value last week. Hindsight is the best sight, but the chaos gripping the markets started with US Treasury’s reckless decision to allow Lehman Brothers (LEH) ... market research, surveys and trends
Mother of all Carry Trades Faces an Inevitable Bust - Roubini ...
Since March there has been a massive rally in all sorts of risky assets – equities, oil, energy and commodity prices – a narrowing of high-yield and high-grade credit spreads, and an even bigger rally in emerging market asset classes (their stocks, bonds and currencies). At the same time, the dollar has weakened sharply, while government bond yields have gently increased but stayed low and stable. This recovery in risky assets is in part driven by better economic fundamentals. We avoided a near depression and financial sector meltdown with a massive monetary, fiscal stimulus and bank bail-outs. Whether the recovery is V-shaped, ... market research, surveys and trends


The Magical Carry Trade - FuturesFiles Market Newsletter
Roll up, roll up for the magical mystery trade, step right this way roll up, roll up for the mystery trade.  Roll up; roll up for the mystery trade. Roll up and that’s an invitation, roll up for the mystery trade. Roll up to make a reservation roll up for the mystery trade. The magical carry trade is waiting to take you away, hoping to take you away take you today. Actually the trade that is carrying us a way is not really a mystery but the trade that is really dominating the global economic landscape. It is a trade that is making many people a lot of money yet at the same time is raising fears will creating chaos ... industry trends, business articles and survey research
"Uridashi! The Bubble Buster - Yarns from Down Under, Part 2 by ...
Being hit by a bus is usually an act of fate which with hindsight can be seen as avoidable. Standing in front of a bus on a dark, rainy night and watching it barrel down the highway towards you at high speed is an act of either suicide or stupidity. It doesn�t happen often yet this is precisely what is happening to the great housing bubble Down Under!! The common factor in all notable financial catastrophes is that they seem to be of the �OOPS-Sorry� variety, which is explainable if not understandable by sober persons after the ... industry trends, business articles and survey research
The Best Investments During Deflation
Today we're laying a loose framework for the best investments during deflation. Why? Because deflationary signals have reared their ugly head as of late. Not to mention, many prominent investment managers have voiced their concern about the dreaded scenario. While inflation versus deflation has been the great debate over the past two years, the deflationistas have been boasting quite loudly as of late. We've detailed how David Gerstenhaber's global macro hedge fund Argonaut Capital thinks deflation is the greater risk . Additionally, Broyhill's Affinity hedge fund has been betting on deflation ... market trends, news research and surveys resources
FOREX-Dollar steadies, commodity currencies firm
TOKYO, Aug 5 (Reuters) - The dollar steadied on Thursday after it enjoyed a rare rally the previous day when U.S. data beat expectations and sparked a bout of short-covering, although the overall mood remains bearish ahead of a key payrolls report. Against the yen, the dollar was down 0.1 percent on the day at 86.19 yen JPY= , having bounced from an eight-month low of 85.32 yen hit on Wednesday. Traders said the greenback's ability to hold above the psychologically and technically key 85 yen level lightened the risk of dollar/yen dropping to a 15-year low below the November trough at 84.82 yen, at least until the monthly ... market trends, news research and surveys resources


Bond Currency Denomination and the Yen Carry Trade
Darvas, Z. (2009): “Leveraged Carry Trade Portfolios,” Journal of Banking and Finance, 33,. 944–957. Fong, W. M. (2010): “A Stochastic Dominance Analysis of ... technology research, surveys study and trend statistics
FRB: What Can the Data Tell Us about Carry Trades in Japanese Yen?
NOTE: International Finance Discussion Papers are preliminary materials circulated to stimulate discussion and critical comment. References in publications to International Finance Discussion Papers (other than an acknowledgment that the writer has had access to unpublished material) should be cleared with the author or authors. Recent IFDPs are available on the Web at . This paper can be downloaded without charge from the Social Science Research Network electronic library at . Abstract: This paper examines the available data that may shed light on the carry ... technology research, surveys study and trend statistics
that the leveraged carry trade portfolios indeed have greater ... The superiority, in terms of Sharpe ratio, of leveraged carry trade portfolios, however, ...
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Forex Collars on a Carry Trade? | LinkedIn Answers | LinkedIn
I'm new to FX trading, but I understand the Yen/USD carry trade pretty well. What I don't know enough about are the depth of options or other derivatives to create a literal or synthetic collar around a carry trade to prevent a melt-down. 1) Do such options/derivatives exist at a mainstream level (i.e. not requiring a $10million OTC trade) 2) Can the collar be done for near-zero cost as can be done for equities? 3) What range of movement (gain/loss) would be built into a Y/USD 1 year carry collar? 4) Are these european or american style options (i.e. when can the options be exercised?) 5) What does a collar do to a ...
What will happen if my bank goes bankrupt? | Ask MetaFilter
I have a few bank account elsewhere, but the majority of my money is help in various E*trade accounts. This includes checking, savings, brokerage, and CDs. I'm aware that the money in the banking arm is FDIC insured, but what does that really mean? Is all of my money insured? Will it all go away if E*Trade goes under? Any sort of real world explanations and advice would be appreciated. First off, don't assume that if E*Trade goes under that your money will automatically be lost. There's no corporate blackhole that is created when a company closes up. In this specific case, your checking, savings, and CD are ...