Breaking a Peg: September 1992
The Bet That Could Only Cost Carry
Borrow the currency, sell it, wait. If the peg holds you pay interest. If it breaks you keep the devaluation.
10 min100 XP available4 challenges
Put these in order
Put the trade in order.
Earliest cause at the top
Sell the sterling for D-marks at the market rate
Which the Bank of England is committed to defending
The peg breaks and sterling falls
Fifteen per cent against the dollar in two weeks
Hold D-marks and wait
Earning German interest while paying British interest
Borrow sterling from banks
You now owe pounds, and you pay UK interest on them
Buy back the cheaper sterling and repay the loan
The same number of pounds now costs far fewer D-marks
Answer to continue.