Assume the USD yield curve is upward sloping. I want to do a fixed income Carry Trade with Interest Rates Swaps. Should I be the Fixed Rate Payer or Fixed Rate Receiver in a traditional vanilla Interest Rate Swap? If I shorted 2 year T-Notes and went long 10 year T-notes would I be doing a carry trade? What if I wanted to use an OIS (overnight indexed swap) to do a carry trade on EUR given the term structure is upward sloping; would I be the fixed rate payer or receiver, and would I use SONIA, ESTER, or SOFR?