DETECTION: TIGHTENING
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Liquidity

Carry Trade

Definition

A leveraged trading strategy of borrowing in a low-interest-rate currency (the "funding" currency) and investing in a higher-yielding currency or asset. The profit — the "carry" — is the interest rate differential minus currency risk. The unwinding of large carry trades (particularly JPY-funded) can trigger acute global risk-off episodes as positions are sold simultaneously.


Why It Matters

The August 2024 yen carry trade unwind caused one of the fastest 10% corrections in equity markets in a decade. The size of outstanding carry positions — estimated at $4–6 trillion in JPY terms — represents systemic tail risk when yen strengthens sharply.

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