套利交易是一种随其它泡沫共同增长的泡沫。
我们预计套利交易利率差越大的表现将更好。
We would expect carry trades with larger interest rate differentials to perform even better.
正因为这一理由，远期市场很少全由套利交易者组成。
For this very reason forward markets rarely consist entirely of hedgers.
如果成本太大，潜在的套利交易者就宁可不进行套利交易。
If the cost is very heavy, potential hedgers will prefer not to hedge.
如果成本太大，潜在的套利交易者就宁可不进行套利交易。
If the cost is very heavy, potential hedgers will prefer not to hedge.
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