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19 Feb 2020 It is also employed across time-based fixed income curves (i.e. the U.S. Treasury yield curve) and futures contracts (commodities and volatility)  17 Oct 2019 carry trade strategies are based on differences in short‐term interest rates, neglecting any other information embedded in yield curves. Assuming a stable (normal, upward-sloping) yield curve, we expect long-term rates to be higher than short-term Where exactly is the carry trade here though ?

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that, the euro foreign exchange reference rates of the currencies with the most liquid active spot FX markets are set and published. The ECB may, in consultation with the Market Operations Committee, include any other world currency. 2.5 Setting method and data sources • The euro foreign exchange reference rates for the following 32 currencies SDW provides features to access, find, compare, download and share the ECB’s published statistical information.

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INR to JPY Stats. HighThese are the highest points the exchange rate has been at in the last 30 and 90-day periods. LowThese are the lowest points the exchange rate has been at in the last 30 and 90-day periods. AverageThese are the average exchange rates of these two currencies for the last 30 and 90 days.

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