在美国总统特朗普表示"不担心美元贬值"后，澳元今年在十国集团货币中表现位列前三。同时，大宗商品价格上涨也对澳元形成了额外支撑。 "澳元享有多个支撑因素，"西太平洋银行外汇策略主管理查德·弗兰诺维奇表示。鉴于当前背景，他认为澳元兑美元汇率在六个月期限内达到75美分"极有可 能实现"。 截至发稿，澳元兑美元汇率下跌0.7%至70美分(约合0.70美元)，此前该货币对已连续九个交易日上涨。 他还称，投资者对能从澳元兑新西兰元升值中获益的期权结构也表现出浓厚兴趣。 受通胀高企推动，澳元汇率逼近2023年以来高点，澳洲央行有望成为今年首个加息的主要央行。掉期市场定价显示，澳洲央行周二加息25个基点的概率为 71%。 智通财经APP获悉，随着市场对澳洲央行下周二加息的预期持续升温，外汇交易员正在期权市场显著增加澳元看涨头寸。据芝加哥商业交易所集团期权中央 限价订单簿最新数据显示，周四澳元看涨期权成交量达到看跌期权的三倍。 本周早些时候，风险逆转指标显示出一个关键变化——交易员为押注澳元上涨所支付的溢价已显著高于押注下跌的溢价，这是自2018年以来的首次出现此类 情形。该指标作为期权市场的核心观测工具，主要用于量化比较看涨 ...

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]

Core Viewpoint - The article highlights a shift in market sentiment towards bullish positions on the Australian dollar (AUD) and euro (EUR) against the US dollar (USD), driven by recent poor economic data from the US and expectations of monetary policy changes in Australia and the eurozone [1][6]. Group 1: Market Sentiment - Option traders are increasingly betting on the appreciation of AUD and EUR against USD due to a cautious and gradual easing stance from the Reserve Bank of Australia and improved risk sentiment [1]. - The interest in bullish options for EUR/USD and AUD/USD surged following the release of disappointing US non-farm payroll data, indicating a shift in market focus towards upcoming economic events [1][6]. Group 2: Economic Data and Predictions - Recent US economic data showed that July's employment growth fell short of expectations, with prior months' data also revised downward, contributing to a more negative outlook for the USD [1][6]. - The market anticipates that the US Consumer Price Index (CPI) for July will rise by 2.8% year-on-year, up from 2.7% in June, and expects the Reserve Bank of Australia to cut its official cash rate by 25 basis points to 3.6% [6]. Group 3: Trading Activity - On August 7, the trading volume of AUD bullish options was three times that of bearish options, indicating strong market confidence in AUD appreciation [6]. - The trading volume of EUR bullish options exceeded bearish options by 77%, reflecting a similar sentiment towards the euro [6]. - There has been a noted increase in demand for AUD and New Zealand dollar (NZD) bullish options following the release of the non-farm payroll data, suggesting market anticipation of a busy week of economic data [6].

Group 1 - Recent disappointing U.S. economic data has led options traders to express bearish views on the dollar using currencies like the Australian and Euro [2] - The Australian dollar is supported by the Reserve Bank of Australia's cautious stance on easing policies and improved risk sentiment, while the Euro is gaining traction due to expectations of increased defense spending in the Eurozone and a more hawkish tone from the European Central Bank [2] - Following the release of U.S. non-farm payroll data, there has been significant interest in call options for both the Euro and Australian dollar against the U.S. dollar, indicating a growing belief that the dollar will weaken further [2] Group 2 - The volume of call options for the Australian dollar was three times that of put options on August 7, while the volume of call options for the Euro exceeded put options by 77% on the same day [3] - There has been a resurgence in demand for call options on the Australian and New Zealand dollars following the recent non-farm payroll data, with expectations for a busy week of data releases including U.S. CPI and the Reserve Bank of Australia's meeting [3]