July 23, 2018 / 8:12 AM / a month ago

更正 -《汇市简讯》澳元兑美元的波动率令做多期权波动率/gamma者获得报酬

(更正标题及内文的数处错误) 0740GMT:

* 尽管离岸人民币、股市下跌且冒险意愿不振,但澳元兑美元空头仍受挫

* 澳元兑美元未能跌破0.7300障碍位,持续向0.7400回升

* 但盘中现汇走势足以为那些作多期权波动率/gamma的人带来报酬

* 基于期权执行价的现汇交易的获利大过期权权利金

* 尽管现汇价格处于区间走势,但这使市场持续寻求买进波动率合约,并在中期高点处交投

* 澳元一周隐含及实际波动率图表:reut.rs/2LkuVry

* 澳元一个月隐含及实际波动率图表:reut.rs/2LFRZNj

完 编译 于春红; 审校 刘秀红

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