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債券交易員對衝美聯儲在二月最後一次加息的可能
格隆匯 01-25 10:24
格隆匯1月25日丨離美聯儲2月1日的議息會議還有一週,期權市場的交易員正在考慮一種情形,即預期的二月份加息將是本輪緊縮週期的最後一次加息。掉期市場在過去一週反映了在未來兩次美聯儲決策會議上加息約48個基點的預期,這意味着有8%的很小可能會出現美聯儲下週將基準利率上調25個基點,然後本輪緊縮週期將就此結束,這一輪緊縮是最近幾十年來爲對抗通脹採取的最激進的行動。
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