美债期货正经历资产管理机构大规模去杠杆 被迫抛售迹象浮现

格隆汇
Yesterday
资产管理机构正在抛售长久期美国国债期货合约,显示在现券收益率徘徊于多年高点附近之际,被迫抛售正在出现。美国商品期货交易委员会(CFTC)数据显示,截至10月6日的两周内,资产管理机构持有的超长期国债期货净多头仓位按每基点风险计减少约2700万美元。这相当于约380亿美元当前基准10年期美债现券的规模。同期,随着30年期美债收益率升至24年高点5.68%,期货合约价格大幅下跌。这是持续数月美债抛售的一部分,背后包括市场担忧美以对伊战争带来的通胀影响、全球政府财政状况恶化,以及人工智能(AI)热潮进一步刺激美联储正试图抑制的美国经济。

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