【Matrixport:目前ETF卖压似乎已暂停,对冲基金可能在3月下旬重新评估套利机会】3月3日消息,Matrixport分析指出,自2024年1月比特币ETF推出以来,本月资金流出规模创下新高,这可能与对冲基金平仓基差交易(做多ETF、做空期货)有关。这一趋势与美联储2024年12月FOMC会议后芝商所比特币期货未平仓合约减少80亿美元的情况一致,降幅超ETF总资金流入的20%。 此外,2月期货合约的到期交割也可能是抛售压力的来源,但这一因素目前已被市场消化。Matrixport认为,随着影响逐渐减弱,对冲基金可能会减少ETF抛售,并在3月下旬重新评估套利机会。目前来看,ETF卖压似乎已暂时停止。
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