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對衝基金在崩盤前大舉押注英鎊多頭
格隆匯 09-26 16:17
格隆匯9月26日丨就在英國政府出人意料的大規模減稅措施導致英鎊暴跌的幾天前,對衝基金加大了對英鎊的看漲押注。美國商品期貨交易委員會(CFTC)的數據顯示,在截至9月20日的一週內,槓桿投資者淨增加了13488份多頭合約,爲3月以來最多。這些押注發生在特拉斯領導的新政府公佈1972年以來最大規模的減稅計劃之前,刺激計劃引發英鎊兌美元匯率下滑至創紀錄水平,投資者押注刺激計劃將使英國債務激增,並加劇通脹。 大規模財政刺激出臺之際,英國央行已經在努力控制通脹。英國通脹已接近40年高點。週一,英鎊兌美元匯率在2022年接近平價的機率升至約60%,高於上週五的32%。 Vanda Research策略師Viraj Patel表示,對衝基金可能在英國央行上週的政策會議前增加了英鎊多頭押注,作爲"一些補倉或平倉"。 澳大利亞聯邦銀行駐悉尼策略師Carol Kong在一份研究報告中寫道,英鎊"易受進一步下跌的影響,這可能增加英國財政部幹預匯市的可能性。"“本週推動英鎊走勢的可能是民選官員的言論,這些言論要麼平息或加劇了人們對英國預算狀況的擔憂,而不是英國央行官員的言論。”
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