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債券交易員認定美聯儲將降息,在美債期貨承擔的風險創紀錄

2024-08-21 08:47:19

ChainCatcher 消息,債券交易員正在承擔創紀錄的風險,在預期美聯儲即將首次降息下,他們在美國國債市場大舉押注。

在週四傑克遜霍爾央行年會開始之前,美國國債期貨的槓桿頭寸數量已升至歷史新高。芝商所數據和機構分析顯示,上週,未平倉頭寸升至相當於近 2300 萬份 10 年期美債期貨合約,創下紀錄,相當於每基點波動約為 15 億美元的風險。(金十)

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