澳元汇率持续飙升 对冲基金乘胜追击加大看涨押注

Core Viewpoint - Macro hedge funds are increasing their bets on the appreciation potential of the Australian dollar (AUD) as its exchange rate continues to strengthen, with a notable rise in demand for AUD call options [1][3] Group 1: Market Activity - Several hedge funds have recently increased their holdings of AUD call options, which will yield profits if the AUD strengthens against major currencies [1] - The US Depository Trust & Clearing Corporation (DTCC) reported that the AUD/USD options saw the most active trading days since late July, with call option volumes reaching three times that of put options [1] - Single trades exceeding 150 million AUD (approximately 100 million USD) have become frequent during these active trading days [1] Group 2: Economic Factors - The Australian dollar was the second-best performing major currency in September, following the Norwegian krone, driven by resilient domestic household spending, better-than-expected economic growth, rising commodity prices, and hawkish signals from the Reserve Bank of Australia [1] - The RBA Governor, Michele Bullock, indicated that strong consumer demand may limit the scope for interest rate cuts [1] Group 3: Broader Currency Trends - The bullish sentiment on the AUD is not limited to the USD; the AUD has also risen against other G10 currencies, reaching multi-month highs against the Canadian dollar (CAD) and Swiss franc (CHF) [3] - The AUD/CAD exchange rate has reached its highest level since November of the previous year, influenced by weak Canadian economic growth and labor data [3] - Following signals from the Swiss National Bank's President regarding potential interest rate cuts, the AUD/CHF exchange rate has also hit a new high since mid-June [3] - Hedge funds are increasingly using AUD call options to express their bullish views on the AUD against both the USD and other currencies like CAD and CHF [3]