Wednesday, August 22, 2007

GOIH Economic Analysis: Global Relative Economic Arbitrage: Yen Carry Trade.

The Japanese carry trade is alive and doing well. We saw the Yen (¥) weaken to 115.14/$ today in active trading. The Dollar was up 0.71 today. The Dow closed up 132.36 to 13,236.13 about 1% in step with the Dollar strengthening against the Yen.

We entered a position of $200 million in USD against the Yen today at 114.63/$. We will keep the trade on until the Yen strengthens against the Dollar, which we do not see anytime soon with the talk of a Fed Funds rate cut.

The relative economic arbitrage is positive in the Yen carry trade. We see other trades where a positive relative arbitrage can be made.

What will be our strategy with the additional capital? We will post our strategies for the investment of the additional capital.