流动性担忧加剧，交易员大举押注联邦基金利差

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智通财经APP获悉，随着市场对流动性的担忧不断升温，交易员正以创纪录规模涌入美国利率期货市场的一个细分领域，押注若美联储采取行动缓解货币市场融资压力，隔夜贷款利率之间的利差将出现变动。芝加哥商品交易所集团(CME Group)在X平台的帖子中证实，周三与有担保隔夜融资利率(SOFR)和联邦基金利率相关的期货利差交易量升至历史峰值。该集团周四进一步表示，一个月期SOFR-联邦基金基差交易的总交易量...

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