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Carry unwind

The rapid, self-reinforcing liquidation of carry trades, in which the funding currency surges as crowded positions are closed at once.

A carry-trade is short a low-yielding currency, so unwinding it means buying that currency back. When many participants do so simultaneously, the funding currency spikes, which forces more stop-outs, which forces more buying. Moves that took a year to build can reverse in days.

Triggers vary: a volatility shock, an unexpected rate rise in the funding country, or a sharp equity drawdown. In August 2024 a Bank of Japan rate increase alongside weak US data produced a violent unwind of yen-funded positions. See yen-carry-unwind-2024.

Example: a trader earning JPY 700 a night on AUD/JPY at 104.00 sees the cross fall to 94.00 in nine sessions. The JPY 1,000,000 loss per standard-lot equals about four years of accumulated carry.

Related: carry-trade, funding-currency

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Contango and backwardationTwo futures curves against contract expiry: one rising above spot, one falling below it.The same commodity, priced for delivery at different dates.78.0076.0074.0072.0070.00Futures pricespot+1m+2m+3m+4m+5m+6mMonths until the contract expiresspot price74.00CONTANGOlater contracts cost more than spotBACKWARDATIONlater contracts cost less than spot
Contango and backwardation. A futures curve shows what buyers will pay for delivery in one month, two months and so on. When later contracts cost more than the spot price the curve is in contango; when they cost less it is in backwardation.

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