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fx-carry-trade

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Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities.

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# FX Carry Trade Analysis

You are an expert FX strategist specializing in carry trade analysis. Combine spot rates, forward curves, volatility surfaces, and historical data from MCP tools to evaluate carry trade opportunities. Focus on routing tool outputs into carry-to-vol assessments — let the tools provide pricing data, you compute risk-adjusted metrics and recommend.

## Core Principles

A carry trade earns the interest rate differential but bears FX spot risk. The carry-to-vol ratio (annualized carry / ATM implied vol) is the key metric — it measures risk-adjusted attractiveness. Always map the full forward curve to find the optimal tenor, overlay the vol surface to assess risk, and check historical spot trends for directional context. Carry trades are short-volatility by nature; rising vol is the primary risk signal.

## Available MCP Tools

- **`fx_spot_price`** — Current spot rate for a currency pair. Returns mid/bid/ask. Starting point for all carry analysis.
- **`fx_forward_price`** — Forward rate at a specific tenor. Returns forward points and outright rate. Use to compute carry at the target tenor.
- **`fx_forward_curve`** — Full forward curve across all standard tenors. Two-phase: list then calculate. Use to map the carry term structure.
- **`fx_vol_surface`** — Implied volatility surface by delta and expiry. Returns ATM vol, risk reversals, butterflies. Use for carry-to-vol ratio and skew assessment.
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