EM currency volatility reportedly falls to its lowest since January

Lower swings are said to be reviving carry trades, with Latin American currencies reportedly offering the strongest return potential.

Summary

Emerging-market currency volatility has reportedly dropped to its lowest level since January, a shift that is said to be making carry trades more attractive again. That strategy involves borrowing in a lower-yielding currency and investing in a higher-yielding one to capture the interest-rate gap, though returns can be quickly eroded by exchange-rate moves. Latin American currencies are reportedly leading on return potential as calmer market conditions improve the appeal of yield-focused positions.

Terms & Concepts
  • carry trades: Borrow low-yielding currency, invest in higher-yielding assets
  • EM currency volatility: Price swings in emerging-market currencies