交易员为周五美国非农就业报告布局,主要货币的一日期对冲成本上行。
欧元兑美元隔夜波动率最高上行526个基点至11.58%,为7月29日以来最高;该指标有望录得3月初以来最强收盘。
英镑兑美元对应波动率上行479个基点至11.52%,为7月下旬以来次高水平,或将创下5月以来最高收盘。
美元兑瑞郎波动率报12.12%,有望录得七个月最高收盘。
交易员重点关注非农数据,该数据是判断市场是否定价美联储本月加息的核心依据;当前加息概率为36%,美国PCE通胀数据不及预期后,该概率从约56%回落。
一日到期期权同时覆盖美国ISM制造业指数以及欧元区CPI数据。
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