杰克逊霍尔年会前，对冲基金大举押注美联储鹰派立场

智通财经2022-08-23

对冲基金对美联储将坚持其鹰派立场的押注达到创纪录水平。美国商品期货交易委员会(CFTC)最新数据显示，净空头仓位达到了前所未有的695,493份合约。尽管更广泛的期货市场继续反映出明年年底降息的预期，但对冲基金在过去一个月建立这种空头头寸的速度增加了两倍多。对冲基金在期货市场上做空了大量头寸，这些头寸参照的是伦敦银行间同业拆借利率(libor)的官方替代利率，即有担保的隔夜融资利率(Secured...

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