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  金十数据

  在上周美元大幅下跌之后,外汇交易员们正在改变他们的期权策略,押注美元走软。

  野村证券(Nomura)和渣打银行表示,交易员们正在通过增加日元和欧元兑美元看涨期权的阻力位,来降低购买这些期权的成本。

  这样做的目的是为了从这些货币的逐步上涨中获益,因为如果这些货币在规定时间内达到相应水平,期权就会被退出。

  野村驻伦敦的外汇期权交易员AadithRaman说:“客户继续在欧元兑美元和美元兑日元中寻找美元下行的机会,但现在使用的是杠杆结构,这表明预期美元会从现在开始走低,而且走低的幅度会更大。”

  交易员们正在使用反向敲出期权(reverseknock-outs)和提前敲出期权(earlyknock-outs)等策略。如果在期权合约规定的期限内触及阻力水平,期权就不复存在,或被“淘汰”。

  这些期权的买方希望欧元和日元逐步上涨,以避免触及阻力水平。

  渣打银行驻新加坡的外汇期权全球主管SaurabhTandon说:“我们看到很多人对欧元兑美元的上行交易感兴趣,大多数交易都是一至三个月期限的。”

  他说,欧元数字看涨期权是最受欢迎的交易之一,如果货币对在到期时达到或超过预先确定的行权价,这种期权就会提供固定的报酬,但“反向敲出和提前敲出等杠杆交易”的请求也越来越多。

  芝商所的期权中央限价订单簿的数据显示,周二欧元兑美元看涨期权的交易量是看跌看跌期权的两倍。这些押注表明,许多交易员认为,随着特朗普政府继续更新其关税政策,以及其他国家的报复行动,美元的跌势还将继续。

  由于担心全球贸易战恶化有可能破坏美国经济增长,许多投资者在4月9日美元开始暴跌时纷纷押注美元期权,本周购买了看涨日元和欧元的押注。彭博美元强势指数上周下跌了2.4%,为2022年以来最大跌幅。随着市场试图企稳,交易量较上周有所回落,但交易仍倾向于美元走软。

  美国商品期货交易委员会(CFTC)的数据显示,杠杆基金在截至4月8日的一周内已持有2021年1月以来最大的日元看涨头寸。

  花旗集团驻新加坡的亚太区外汇交易主管内森-斯瓦米(NathanSwami)说:“上周,我们看到对欧元、日元和澳元等十国集团货币对的一至三个月期限期权有大量需求,这推动隐含波动率上升到较高水平。这种波动率买盘很多是以美元看跌期权的形式出现的。”

  周三截至发稿,美元指数跌超0.6%,报99.54,现货黄金达到3290美元/盎司,日内涨超1.8%。

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