汇市新闻

日本央行货产品政策公布前美元兑日元汇率过度波动

日期:2016-07-29
  北京时间周五06:40左右,美元兑日元大跌并最低触及103.34。
 
  而此前,日元还因为路透社的一则报道急跌。该媒体称,日本政府施压日本央行,要求周五扩大刺激。日本财务省已准备好在日本央行放宽政策后发布的声明草稿。受此消息影响,日元急跌。美元兑日元突破105关口至105.33一线。
 
  对此,彭博社援引亚洲市场外汇交易员观点称,即期汇率在亚洲早盘重挫可以部分归咎于算法交易平台。算法平台的关键词预警系统捕捉了亚洲开盘后早前报道的重发内容。再加上市场流动性稀薄,造成了日本央行货产品政策决定公布前汇率的过度波动。
 
  周四,隔夜美元/日元隐含波动率狂飙至50%上方,创下2008年金融危机以来的最高水平。该数值在周三还在20%左右。
 
  日本央行货产品政策决议将于今日公布。
 
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