FXRISK Manual

Carry

Return earned from holding an asset, often via interest rate differentials (FX) or yield.

Why it matters

Carry can help or hurt depending on direction and funding conditions.

Operational use: this is how the market taxes urgency. When it appears, slow down or size down.

Common trap

Ignoring carry/financing and being surprised by slow P&L bleed.

Example

Holding a currency pair with negative carry costs you daily.

Operational cue: if you can’t point to it on the chart, in the DOM, or in your broker logs, treat it as a story and trade smaller.

Notes

Carry is not free. It’s priced, and it can reverse under stress.

Quick rule

  • If you see this repeatedly, you are in a different regime than your model assumes.
  • Regime change usually means position size change.
  • When in doubt: trade smaller, or don’t trade.