#1. Short Rates: USD, GBP (USD shown below)
#2. Short JPY vs USD: (and Long NKY)
#3. Flattener: in USD and in GBP (USD shown below, see short ED + notes vs long in long bonds)
#4: Long CNY Carry
#5 Short EM
And now after the ECB, we are back to carry trades
#2. Short JPY vs USD: (and Long NKY)
#3. Flattener: in USD and in GBP (USD shown below, see short ED + notes vs long in long bonds)
#4: Long CNY Carry
#5 Short EM
And now after the ECB, we are back to carry trades
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