美债短暂反弹难改看空情绪 交易员押注收益率继续攀升

智通财经
Oct 07
【美债短暂反弹难改看空情绪 交易员押注收益率继续攀升】长期美债收益率徘徊在24年高位附近之际,交易员进一步加码做空美国国债,显示尽管就业增长大幅放缓释放出经济降温信号,市场仍押注美债抛售将会持续。上周五疲软的就业数据公布后,一些交易员迅速回补空头仓位,推动美债出现短暂反弹。但此后与长期美债挂钩的未平仓合约持续增加,显示交易员仍在为债券价格进一步下跌做准备。随着收益率走高,10年期美债期货未平仓合约在过去18个交易日中有14日增加,这种情况通常与空头仓位增加有关。花旗策略师David Bieber表示,市场对美债的仓位仍处于“极端做空”水平,显示“持续的做空倾向”依然存在。他表示,近期交易活动既受到新建空头仓位推动,也受到美债多头平仓影响。这些交易迹象表明,周二的行情可能只是持续数月的美债跌势中的短暂喘息。尽管收益率小幅下降,但10年期和30年期美债收益率仅略低于周一触及的高点。

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