史上最大单笔下注!周五非农前夕,美国利率期货市场惊现“天量赌变局”

华尔街见闻
Jan 07

据报道这是一笔卖出交易,每变动1个基点的风险敞口约为800万美元。若该笔合约为新建仓位,意味着交易者押注1月降息预期将进一步减弱或消失。只要未来几天内联邦基金有效利率不跌破3.64%,也将使该头寸受益。本周五关键就业数据公布前夕,一笔20万份合约的巨额押注引发市场关注。周二,美国联邦基金期货市场出现史上最大规模单笔交易。据芝商所,这笔创纪录的大宗交易于纽约时间周二上午10:04执行,交易规模为20...

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