由原文自动翻译 · 阅读原文 (English)
最近对$MXNJPY的关注比平时更多。日本央行略显鹰派的基调，即使只是轻微的暗示，也让我开始思考一些套利交易的韧性。目前我们徘徊在9.354附近，今天早些时候曾触及9.38086。虽然套利仍然具有吸引力，特别是相对于日元，但围绕日本央行立场可能转变的说法，无论多么遥远，都引入了一个有趣的动态。这并非关乎迫在眉睫的逆转，而是对这些套利交易长端风险回报偏斜的重新评估。
The BOJ's 'whisper' of hawkishness has been a recurring theme for a while now. I'm not convinced it's enough to seriously unwind carry trades, especially with the rate differential still so wide. What specific comments are you finding more impactful than previous ones?
It's always a gamble trying to front-run the BOJ, especially on 'whispers.' The carry can look good until it doesn't, and a minor policy tweak could unwind these positions quickly.
Traderforum · 简体中文