美国CPI前日元期权交易升温 交易员一边防干预一边押注美/日反弹

格隆汇
Aug 12
据市场消息,日元交易员正在关键美国通胀数据公布前加大期权市场操作,面对市场对日元未来方向缺乏共识的情况,他们正利用衍生品来提升交易灵活性。美元兑日元一周期期权隐含波动率周三连续第二个交易日上升,此前该指标已连续五个交易日下滑。原因在于,交易员正在为美国通胀报告公布进行仓位布局。该数据预计将影响美联储货币政策前景以及美元走势。此外,较长期限期权的波动率也出现小幅上升。波动率的上升反映出市场观点存在分歧。在短期期限内,市场仍担忧美日联合干预汇市的可能性,因此美元兑日元看跌期权交易价格继续高于看涨期权,显示投资者正在寻求防范汇率突然下跌的保护。然而,从更长期限来看,投资者仍在持续买入看涨期权,以押注美元兑日元重新走高。

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