How do you do a JPY carry trade in the interactive brokers account?

Discussion in 'Trading' started by andrew black, Oct 2, 2024.

  1. What instruments / symbols would you use?
     
  2. ZBZB

    ZBZB

    You cannot borrow money at zero interest rate.
     
  3. mervyn

    mervyn

    sell jpy and buy usd, then use the usd to buy something else, or bonds
     
    Last edited: Oct 2, 2024
  4. IBRK will charge me about 1.5% interest. Is there a way to pay closer to 0.25% BoJ rate? Like a government TBill.
     
    Last edited: Oct 2, 2024
  5. Trade 6J Yen futures. You'll be paying spot-next TONAR (about 0.25%) and earning spot-next SOFR (about 5.15%) with no markup. Earning net at least pretty close to that difference.
     
    -Orion and Picaso like this.
  6. Shorting any futures contract, including 6J, does not increase the cash balance with the value of the contract.
     
  7. No, of course it doesn't. You will be accruing short yen vs long dollar interest on a daily basis though -- it is 100% dollar-yen carry.
     
    -Orion likes this.
  8. sorry, still don't' understand. to me a carry trade is borrow yen at 0.25%, exchange jpy to usd and buy & hold us tbills at 5%. but with 6j yen futures, you don't get the capital to invest in tbills. so, how do you make the 5%?
     
  9. mervyn

    mervyn

    for small retail, borrowing at 1.25 is a deal to kill for, but one must hedge the fx risk, which is not available.
     
  10. S2007S

    S2007S

    The carry trade is only for the mega elite....
     
    #10     Oct 2, 2024