美债看跌情绪浓郁,期权市场已押注十年美债收益率升至4.5%

华尔街见闻
30 Oct 2024

交易员预期美国赤字将加剧、美债供应不会减少,增加对冲以抵御美债被继续抛售的风险。10月30日周三,彭博社报道,虽然近一周美债已被大量抛售,但交易员预期抛售将继续进行,10年期美债收益率将达到4.5%——5月以来的最高水平。据媒体,4.5%这个数字可以从未平仓合约中推算出来。在最近几个交易日,看跌合约未平仓合约数量一直在增长,到11月底,其行权价相当于比当前约4.3%的水平高出约0.20个百分点,也...

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