債券交易員下注美聯儲今年再減息四分三厘 部分更下注9月減息半厘
《彭博》報道,債券交易員加注美聯儲今年減息,緊密追蹤與美聯儲貨幣政策預期的與有抵押隔夜融資科率(SOFR)相關期權倉位顯示,投資者已預備美聯儲在今年餘下三次議息中各減息四分一厘,至年底前共再減息四分三厘。亦有倉位顯示有投資者下注美聯儲9月議息將一次性減息半厘。
據摩根大通最新客戶調查指,交易員增加長年期美債長倉,並顯示絕對長倉處於今年4月以來最大水平。
掉期合約亦顯示市場目前定價已反映美聯儲減息近60點子,較上周五(1日)公布上月新增非農數據前升約30點子。美十年期國債孳息亦跌至4.24厘,對比上月高位的4.49厘。
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