Goldman Sachs: Arbitrage Trades at Best Levels Since 2000

GS2.60%
According to Goldman Sachs, arbitrage trades are currently operating in their best environment since 2000, strategist Stuart Jenkins said. Within G10 currencies, carry trades now make sense more than at almost any other point in the past two decades. Goldman Sachs currently favors deploying such trades using the Japanese yen, Swiss franc, or euro as funding currencies over the coming months.
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