July 16, 2018 / 8:56 AM / a month ago

《汇市简讯》美元/日圆期权进一步削减下行风险溢价

0838GMT

* 美元/日圆买权需求自突破112以来增加

* 促使进一步削减下行风险溢价,因经纪商关注现汇上涨

* 日圆买权较卖权波动率风险溢价正测试1月以来最低

* 波动率暂时见顶,但若突破113障碍位/做空gamma应会重燃需求

完 编译 许娜;审校 刘秀红

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