# Longbridge Fx Carry

> FX carry-trade analysis via Longbridge Securities — combines spot rates, interest-rate differentials (high-yield vs low-yield currencies), volatility, and historical price trends to assess carry opportunities. Analyses common carry pairs (AUD/JPY, NZD/USD, MXN/JPY) and outputs carry yield, drawdown risk, and Sharpe ratio. Triggers: "外汇套息", "套息交易", "carry trade", "利差交易", "高息货币", "低息货币", "汇率套利", "外汇策略", "外匯套息", "套息交易", "利差交易", "高息貨幣", "低息貨幣", "匯率套利", "FX carry trade", "carry strategy", "interest rate differential", "high yield currency", "currency carry", "AUD JPY", "NZD USD".

- Skill: `majiayu000/longbridge-fx-carry` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds add majiayu000/longbridge-fx-carry`
- Raw SKILL.md: https://api.skillmd.com/api/skills/majiayu000/longbridge-fx-carry/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- License: MIT
- Author: majiayu000 (https://skillmd.com/u/majiayu000)
- Updated: 2026-09-09
- Page: https://skillmd.com/skills/majiayu000/longbridge-fx-carry

---


# longbridge-fx-carry

FX carry-trade analysis — evaluate interest-rate differential, historical carry returns, and key risks for currency pairs.

> **Response language**: match the user's input language — Simplified Chinese / Traditional Chinese / English.

## When to use

Trigger on prompts asking about:

- FX carry trade opportunities — *"AUD/JPY 套息机会"*, *"carry trade 机会"*, *"FX carry strategy"*
- Interest-rate differential between currencies — *"利差交易"*, *"interest rate differential"*
- High-yield vs low-yield currency pairing — *"高息货币"*, *"high yield currency"*
- Carry trade risk (unwind scenarios) — *"套息交易风险"*, *"carry unwind"*

For plain FX spot rates defer to `longbridge-fx`. For equity market correlation defer to `longbridge-correlation`.

## Common carry pairs

| Pair | 高息货币 / High-yield | 低息货币 / Low-yield | 典型场景 |
|------|----------------------|---------------------|---------|
| AUD/JPY | AUD | JPY | Risk-on carry |
| NZD/USD | NZD | USD | Commodity carry |
| MXN/JPY | MXN | JPY | EM carry |
| TRY/USD | TRY | USD | High-risk EM |
| BRL/JPY | BRL | JPY | EM carry |

> If unsure of exact flag names, run `longbridge <subcommand> --help` before proceeding.

## Workflow

1. Identify the carry pair(s) from the user's prompt; default to AUD/JPY, NZD/USD, MXN/JPY if unspecified.
2. Fetch current spot rates for all relevant currencies.
3. Look up prevailing benchmark interest rates (use embedded knowledge or `longbridge macro` if available).
4. Calculate annualised carry yield: `(high-yield rate − low-yield rate)`.
5. Fetch historical FX price data (60 days) to estimate realised volatility.
6. Compute simplified Sharpe: `carry_yield / annualised_vol`.
7. Assess tail-risk scenarios (rapid JPY strength / EM stress / risk-off unwind).
8. Output structured summary.

## CLI

```bash
# Spot exchange rates
longbridge exchange-rate --format json

# Historical FX price series (if supported by the CLI)
longbridge kline <FX_PAIR> --period day --count 60 --format json
```

## Output

Present for each pair:

```
Pair      Carry Yield   60d Volatility   Est. Sharpe   Signal
─────────────────────────────────────────────────────────────
AUD/JPY      3.2%           8.4%            0.38       Moderate
NZD/USD      2.1%           6.2%            0.34       Moderate
MXN/JPY      8.5%          14.1%            0.60       High / Risky
```

Follow with a narrative covering: current macro environment, carry unwind risks, position sizing guidance.

## Error handling

| Situation | 简体回复 | 繁體回復 | English reply |
|-----------|---------|---------|---------------|
| FX pair not supported | 该货币对暂不支持，请尝试其他主要货币对。 | 該貨幣對暫不支援，請嘗試其他主要貨幣對。 | This FX pair is not supported — try a major currency pair. |
| Historical FX data unavailable | 历史汇率数据不可用，仅提供当前利差分析。 | 歷史匯率數據不可用，僅提供當前利差分析。 | Historical FX data unavailable — providing current differential only. |
| `command not found: longbridge` | 请安装 longbridge-terminal 或通过 MCP 连接。 | 請安裝 longbridge-terminal 或透過 MCP 連線。 | Install longbridge-terminal or connect via MCP. |
| `not logged in` | 请运行 `longbridge auth login`。 | 請執行 `longbridge auth login`。 | Run `longbridge auth login`. |

## MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime.

## Related skills

- `longbridge-fx` — plain FX spot rates
- `longbridge-correlation` — cross-asset correlation
- `longbridge-volatility-strategy` — options-implied volatility surface

## File layout

```
skills/longbridge-fx-carry/
└── SKILL.md
```