“日元套息交易大逆转”跟踪：低于145交易量激增，仍有大量空头待平仓

华尔街见闻07-26

在美日利差缩窄预期和资金回流的驱动下，做空日元的套息交易迎来一场大逆转，过去半月，日元兑美元汇率累计上涨逾5%，并引发了全球范围内资产价格的波动。当地时间周四，摩根大通Patrick R Locke等分析师发布报告称，7月24日，美元兑日元期权市场出现了1.2标准差的净下行需求，看跌期权的净需求比平均水平高出1.2个标准差，这表明市场对日元的看涨情绪有所升温。 7月24日当天，美元兑日元看跌期权...

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