BNP launches carry trade alternative

The indexes seek to extract outperformance between a dynamic basket, which is selected every month based on the currencies with the highest interest rate differentials, and a fixed benchmark basket of traditional currency pairs. The dynamic basket selects the five high yielding and low yielding currencies with the highest interest rate differentials. It then excludes all currencies with consistent or noticeable adverse spot movements over the last month. The currencies that are left are paired b

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