周五(9月11日)亚市盘中,
欧元兑美元(1.1281,0.0003,0.03%)窄幅震荡走高后回落,目前交投于1.1282一线。
美银美林(BofA Merrill)在日内的客户报告中陈述了外汇市场一系列均衡模型的结果,其中重要的是,将所有模型的分析结果作为整体来作出交易决定,核心观点如下。
1.
瑞郎(0.9741,0.0006,0.06%)和
日元(120.839,0.131,0.11%)极端失调,且暗示做空
瑞郎(0.9741,0.0006,0.06%)兑
日元(120.839,0.131,0.11%)。
2.美元被高估幅度达15%是可理解的,因市场预计美联储将加息,且事实上其被高估幅度可能更高。但美银美林仍预计美元存在进一步走强空间。与之相反,
欧元(1.1281,0.0003,0.03%)汇价却未被低估,这一结果引发了不小的争议。
3.
欧元(1.1281,0.0003,0.03%)及
欧元兑美元(1.1281,0.0003,0.03%)逼近均衡价值,该结论出人意料,因货币政策分化料持续为有力影响因素,且增强了年底
欧元兑美元(1.1281,0.0003,0.03%)将跌至平价的预期。
4.
澳元(0.7072,-0.0005,-0.07%)和
纽元(0.6306,0.0007,0.11%)结论也令人意外,估值暗示二者均逼近均衡价值。仍看跌二者,看跌
纽元(0.6306,0.0007,0.11%)幅度更甚,因大宗商品货币持续疲软。
5.G10货币中挪威克朗和
加元(1.3223,-0.0019,-0.14%)可理解的受油价大跌及各自央行鸽派立场的冲击,挪威克朗所受冲击尤为严重。
北京时间10:02,欧元兑美元报1.1280/83。
责任编辑:forex