Series 34 Exam » Definitions & Terminology » Interest Rate Differential (IRD)

Interest Rate Differential (IRD)

Interest Rate Differential (IRD)

The difference between the interest rates of two similar assets and will vary based on the cross being traded; in forex the IRD may positively or negatively affect your account balance if positions are held overnight/for a long time. In the NOK/JPY trade you will get 7% (annual) interest and will pay 0% for borrowing the JPY. This is a positive IRD. Usually this will not matter for most traders.

The IRD is a key component of the carry trade. For example, say an investor borrows US $1,000 and converts the funds into British pounds, allowing the investor to purchase a British bond. If the purchased bond yields 7% while the equivalent U.S. bond yields 3%, then the IRD equals 4% (7-3%). The IRD is the amount the investor can expect to profit using a carry trade. This profit is ensured only if the exchange rate between dollars and pounds remains constant.

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