# Hedged Carry Trade A hedged carry trade involves longing a yielding asset while hedging through the shorting of another asset. The goal is to capture yield while keeping the target exposure of the underlying asset in the pool. An example of hedge carry trade is leverage longing a liquid staking token (LST) or SOL like INF while shorting an equivalent amount of SOL on a futures or lending market. --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://docs.synatra.xyz/synthetic-staking/how-does-this-generate-yield/hedged-carry-trade.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.