PANews 4月14日消息,TwentyFour资产管理公司投资组合管理合伙人Felipe Villarroel在一份报告中说,在与政府债券交易部门交谈后,TwentyFour没有找到导致美国国债抛售的明确答案。“最普遍的理由是‘基差交易’的平仓。”他解释说,这涉及到交易员必须出售美国国债,以满足杠杆头寸的追加保证金要求。杠杆头寸的目的是对美国国债和美国国债期货或利率掉期之间的微小价差进行套利。涉及的巨大成交量引发了连锁反应,突然间,许多债券需要一个新家,而买家过于紧张,无法在近期最动荡的一周接住下跌的刀子。
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