东京金融交易所推出日本央行利率期货

格隆汇
Oct 08
随着日本央行政策调整步伐加快,东京金融交易所本月将推出一项新的期货合约——与日本央行隔夜无担保拆借利率挂钩的期货合约,使交易员能够针对两次央行政策会议期间的利率变动进行布局,对冲利率波动加剧带来的风险。交易所表示,现有的三个月期TONA(东京隔夜平均利率)期货合约未能满足交易员的需求,交易员希望通过相关工具,对冲因日本央行每次政策会议决定而不断变化的利率预期。东京金融交易所批发业务部门董事表示:“近期利率波动更加活跃,对衍生品交易的需求也在增加。”尽管市场预计日本央行将继续加息,3个月期TONA期货的交易量近几个月却有所下降,9月交易量较上年同期下降近50%。

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