Large-scale trading of SOFR options is expected, with the Federal Reserve's easing efforts likely to be less than previously anticipated

華爾街見聞
2025.07.21 21:56
週一的 SOFR 期權交易包括三筆大宗交易，總計 25,000 手 10 月看跌期權，這可能是押注美聯儲今年寬鬆政策將減少。 據一位美國交易員稱，這些 SFRV5 96.00 看跌期權的交易於紐約時間上午 11:44-11:46 之間發佈，每筆交易的最小報價為 9 個基點，由買方發起。這些期權參考了 12 月 25 日到期的期貨，交易價格約為 96.11，到期日為 10 月 10 日，即聯邦公開市場委員會 (FOMC) 9 月 17 日公佈利率決議後。截至上週五收盤，該期權的未平倉合約約為 6.7 萬手。
Source: 華爾街見聞 The copyright of this article belongs to the original author/organization.
The views expressed herein are solely those of the author and do not reflect the stance of the platform. The content is intended for investment reference purposes only and shall not be considered as investment advice. Please contact us if you have any questions or suggestions regarding the content services provided by the platform.