Bloomberg Markets· Melos Ambaye·· 3 天前AI 评分46
巴克莱预计美元走强之际外汇波动率将维持高位
Barclays Sees FX Volatility Staying Elevated as Dollar Rises
AI 导读
巴克莱策略师预计，随着美元走强、利率波动加剧，G10货币波动率将上升并维持高位。当前已实现波动率尚未追上货币期权定价所反映的较高水平，巴克莱预计这一差距将收窄。
正文
October 27, 2026 at 9:01 PM UTC
Barclays Plc strategists expect volatility in Group-of-10 currencies to rise and remain elevated as the dollar strengthens and interest-rate swings increase.
Realized volatility has yet to catch up with the higher levels priced into currency options, though Barclays expects that gap to narrow.
来源：Bloomberg Markets · bloomberg.com