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法国大选前欧元对冲需求强烈,整体头寸持平—美银美林(图)

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FXStreet-美银美林最新撰文指出,“我们的头寸分析显示实钱和对冲基金账户今年均做多了欧元(图4),两者均仅于上周开始卖空欧元,最大的可能是因为担忧法国大选。”

“过去12个月内,欧元的多头规模列居G10货币中第二位,仅次于日元(图5),美元今年区间震荡的理由是企业和官方卖出欧元,而实钱和对冲基金账户做多欧元。”

“我们的利率和外汇情绪调查表明投资者仍在做空欧元,但远不及2014—2015年达到的极限水平,我们的量化模型表明期权市场似乎仍在做多欧元兑美元,反映了近期强劲的对冲需求。CFTC迟昂数据显示欧元兑美元头寸持平,远没有达到近些年的空头头寸(图6)”


法国大选前欧元对冲需求强烈,整体头寸持平—美银美林(图)

(来源:FXStreet)

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