美债10y升至4.8% 投资者押注美长端收益率继续攀升

格隆汇
10 hours ago
据外媒报道,交易员正争相对冲美国国债进一步下跌的风险,对预算赤字和通胀的担忧将收益率推至多年高点。值得关注的操作包括:周一出现一笔650万美元的仓位,目标为30年期收益率在11月底前升至5.7%。Nedgroup Investments固定收益主管David Roberts表示,“目前很难看到债券命运的转机,当然,伊朗问题的长期解决方案会有所帮助。”其他周一建立的仓位包括SOFR期权的新风险偏好上行保护,CME未平仓数据显示,这些策略覆盖了10年期收益率在未来几周升至约4.85%、5年期升至4.6%的情景。周二盘中,10年期收益率触及4.8%,为2025年以来最高。分析师表示,债券焦虑可能会持续存在于长端,而非美联储控制的短端。

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