6月15日夜盘,1.5倍做多恐慌指数短期期货ETF(UVXY)出现大幅下跌,跌幅高达5.12%。这一走势引发了市场的广泛关注,反映出投资者对市场波动性预期可能发生了变化。
UVXY是一只追踪短期VIX期货的杠杆ETF,其设计目的是为了放大VIX指数的短期波动。VIX指数通常被称为"恐慌指数",反映了市场对未来30天标普500指数波动性的预期。当市场恐慧上升时,VIX指数通常会上涨,UVXY也会随之上涨;反之亦然。
值得注意的是,尽管上周五由于以色列和伊朗冲突的爆发,VIX指数大涨16%,但UVXY在周日夜盘却出现大跌。这一反常现象可能暗示,市场参与者认为地缘政治风险可能已经达到短期峰值,或者周末可能出现了一些缓解局势的积极信号。另一种可能是,投资者预期随着G7峰会的召开,国际社会可能会采取措施缓解中东局势,从而减少市场的不确定性。然而,鉴于中东局势的复杂性和不可预测性,投资者仍需保持警惕,密切关注后续发展。
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