美债期货市场做空交易扎堆 轧空风险悄然升温

智通财经
Sep 30
【美债期货市场做空交易扎堆 轧空风险悄然升温】 交易员们正加大对美国国债收益率将从目前约二十年高位继续攀升的押注,这增加了一旦经济出现明显降温迹象,这些头寸可能突然平仓的风险。有鉴于此,债券交易员的注意力集中在本周即将出炉的一系列关键数据上,包括周三美联储青睐的通胀指标以及周五的非农就业报告。 过去几周,5年期和10年期美债期货合约的未平仓量大幅上升。芝加哥商品交易所的数据显示,过去12个交易日中,交易员有11个交易日增持了5年期合约头寸;过去14个交易日中,交易员有13个交易日增持了10年期合约头寸。

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