花旗在 CPI 数据出炉后了结 12 月美联储加息押注、落袋收益

智通财经
Yesterday
【花旗在 CPI 数据出炉后了结 12 月美联储加息押注、落袋收益】花旗集团策略师已平仓看多美联储下月加息的交易建议。10 月 CPI 数据公布后,市场已完全定价 25 个基点加息,50 个基点大幅加息概率偏低。团队同时平仓两年期核心通胀代理空头头寸。花旗团队写道:“受股市避险行情推动,我们对上周建立的 12 月 FOMC 互换多头止盈离场。” 该头寸平仓获利 9 个基点。团队表示:“尽管美联储理事克里斯托弗・沃勒的讲话与周二通胀数据打开了加息预期空间,但 50 个基点加息门槛依然很高。”花旗在通胀市场分析中指出:“通胀数据连续第二个月强于预期,这促使我们重新审视核心通胀将稳步回落的原有判断。”团队了结搭配汽油期货对冲的两年期盈亏平衡通胀率空头交易。 与此同时,团队维持高信心看多 30 年期盈亏平衡通胀率交易,认为长期通胀预期定价偏低。

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