哪种货币是期权交易者看涨?
期权交易者对卢比看涨,认为当中央银行开始撤回刺激资金时,货币将被抛弃。
According to Bloomberg:
With the current account gap narrowing significantly, inflation at a record low and reserves at all-time high, India is less exposed to the risk of outflows when authorities raise rates, according to Mizuho Bank Ltd. That's a contrast from 2013, when the Federal Reserve's hint of an end to stimulus sent the rupee tumbling along with other emerging-market currencies.
看涨的情绪反映在衍生品市场中。一个月的PUT选项比呼叫选项高0.72%。在7月,这个数字为1.16%。卡蒂克·戈亚尔(Kartik Goyal)说:
所谓的风险反转利率本月已经下降了25个基点,这是自3月以来最多的基点,与中国人民币的4个基点下降,韩国赢得了12个基点。
https://assets.bwbx.io/images/users/iqjWHBFdfxIU/…
与美元相比,今年印度的Curreny上涨了5%以上。
So what do you guys think? What other currencies are you looking to withstand global quantative tightening?