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“恐怖数据”后外汇市场现重大信号!曾引爆市场的热门交易似乎正卷土重来

FX1682024年8月16日 03:23
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#日元贬值#FX168财经报社(亚太)讯 美国彭博社周五(8月16日)报道称,两周前,以日元为中心的热门套利交易经历了平仓风暴,但现在似乎正在悄然卷土重来。

(截图来源:彭博社)

自8月5日以来,日元兑美元汇率已下跌逾5%,当时日本央行鹰派政策行动、围绕美企财报的不安情绪以及疲软的非农就业报告曾推动将日元推至七个月高点。

野村国际(Nomura International Plc)注意到,许多投资者又开始借入日元,将所得资金投向其他收益率更高的资产。

彭博社指出,这表明,一直热衷于套利交易的企业客户和对冲基金正重新参与这些交易。

野村驻伦敦G10货币现汇交易主管Antony Foster称,在美国零售销售数据超出预期后,套利交易“出现了明显回归”。

Foster表示,多个账户卖出日元,买入澳元和英镑。

(截图来源:彭博社)

美国商务部周四报告称,素有“恐怖数据”之称的零售销售数据在7月份增长1%,增幅远超市场预期的0.3%。

强劲的美国经济数据促使交易员降低对美联储今年大幅降息的预期。这推动美元周四大幅攀升。

追踪美元兑六种主要货币的美元指数(DXY)周四收盘上涨0.44%,至103.06。日元遭到抛售,美元/日元周四收盘大涨1.37%,报149.24。

据ATFX Global Markets数据,过去一周日元空头头寸增加30%-40%左右,其中很大一部分来自对冲基金和高净值客户。

Brandywine Global Investment Management投资组合副经理William Vaughan在谈到套利交易和参与该交易的投资者时表示:“人们的记忆力很短。在这类领域有很多动量交易员。”

对仍在场外观望套利交易的投资者来说,一个关键问题是日本央行今年是否会再次加息。

日本央行副行长内田真一(Shinichi Uchida)已经表示,如果金融市场不稳定,政策制定者将不会进一步加息。

如果日本央行“按兵不动”,那么重新进入套利交易的诱惑力将会增强。

日本央行行长植田和男(Kazuo Ueda)将于8月23日在国会发表讲话,交易员可能会进一步明确这一交易的情况

自8月5日触及1美元兑141.70日元以来,日元已下滑至约1美元兑149日元,但鉴于本月稍早日元突然飙升,投资者仍对抛售日元持谨慎态度。

野村的Foster表示:“大量过剩的日元空头头寸已被清除,但这个市场极其脆弱。”

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