Strategy(MSTR.US)成美股做空最多股票套利交易浮出水面

智通财经02-27

智通财经APP获悉，根据FactSet和高盛的数据，亿万富翁迈克尔·塞勒的Strategy公司(MSTR.US)作为比特币的重要持有者，其股票正被"大量做空"——这一市场术语指代对股价持续下跌的强烈押注。然而，部分分析师指出，这种持仓布局未必反映投资者对股价持续下跌的预期。根据高盛上周发布的报告，按该报告中追踪的指标测算，Strategy(MSTR.US)的看跌空头押注规模相当于其当时340亿美元...

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href=http://www.zhitongcaijing.com/content/detail/1408371.html><strong>智通财经</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>智通财经APP获悉，根据FactSet和高盛的数据，亿万富翁迈克尔·塞勒的Strategy公司(MSTR.US)作为比特币的重要持有者，其股票正被\"大量做空\"——这一市场术语指代对股价持续下跌的强烈押注。然而，部分分析师指出，这种持仓布局未必反映投资者对股价持续下跌的预期。根据高盛上周发布的报告，按该报告中追踪的指标测算，Strategy(MSTR.US)的看跌空头押注规模相当于其当时340亿美元...</p>\n\n<a href=\"http://www.zhitongcaijing.com/content/detail/1408371.html\">网页链接</a>\n\n</div>\n\n\n</article>\n</div>\n</body>\n</html>\n","isBrief":false,"type":0,"news_type":1,"symbol":"3LMI.UK","symbol_name":"GRANITESHARES 3X LONG MSTR DAILY 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surfaces","themeId":null,"isJumpTheme":false,"ttsUrl":null,"symbols_score_info":{"MSTR":1.98,"07399":0.6,"07799":0.6,"SMI3.UK":0.6,"RWM":0.6,"APED":0.6,"TWM":0.6,"MSTK":0.6,"IWO":0.6,"3LMI.UK":0.6,"SRTY":0.6,"LMI3.UK":0.6,"MSTZ":0.6,"MSTY.UK":0.6,"IWN":0.6,"SMST":0.6,"MSTY":0.6,"MSDD":0.6,"09799":0.6,"MSTP":0.6,"MSOO":0.6,"MST":0.6,"09399":0.6,"MSTX":0.6,"IMST":0.6,"3SMI.UK":0.6,"MSII":0.6,"TNA":0.6,"TZA":0.6,"MSST":0.6,"MTYY":0.6,"UWM":0.6,"MSTW":0.6,"WNTR":0.6,"MNQmain":0.6},"content_text":"智通财经APP获悉，根据FactSet和高盛的数据，亿万富翁迈克尔·塞勒的Strategy公司(MSTR.US)作为比特币的重要持有者，其股票正被\"大量做空\"——这一市场术语指代对股价持续下跌的强烈押注。然而，部分分析师指出，这种持仓布局未必反映投资者对股价持续下跌的预期。根据高盛上周发布的报告，按该报告中追踪的指标测算，Strategy(MSTR.US)的看跌空头押注规模相当于其当时340亿美元市值的14%，使其成为该报告中做空比例最高的股票。同期，加密货币交易所Coinbase(COIN.US)以11%的空头占比位列第四。该报告追踪了市值超250亿美元的股票持仓动态。这一做空态势发生在Strategy比特币持仓出现约70亿美元未实现亏损的背景下。自2020年将比特币纳入资产负债表以来，该公司已累计持有717,722枚比特币，当前估值约470亿美元。截至发稿时，其市值约为445.2亿美元，尽管今年以来股价已累计下跌12%。与此同时，比特币在10月6日触及126080美元/枚的峰值后，截至发稿时交易价格为66653.26美元/枚。据报道，分析师将空头持仓量上升归因于基差交易策略——该策略通过捕捉两个关联市场间的价差获利。具体操作中，交易者可同时买入比特币现货ETF(如贝莱德的IBIT)并做空Strategy股票，从而在Strategy相对于其比特币持仓的溢价收窄时套利。若叠加配对期货合约，还能额外获取资金费率收益，同时维持市场中性头寸。比特币财资公司专家Brian Brookshire指出：\"我怀疑大量空头持仓仍源于MSTR/BTC基差交易。特别是顶级做市商Jane Street近期明显建立了异常庞大的IBIT头寸。\"根据最新提交的13F机构持仓文件，Jane Street已购入超过700万股贝莱德旗下iShares比特币信托(IBIT)，同时当时还持有大量Strategy股票头寸。值得关注的是，Anchorage Digital联合创始人兼首席执行官Nathan McCauley于2月25日披露，该数字银行在其资产负债表中配置了Strategy的永久优先股STRC(STRC.US)。","kind":"news","is_publish_news":true,"is_publish_highlight":false,"is_publish_live":false,"is_publish_wemedia":null,"editions":null,"column":"","sentiment":"-1","news_tag":"","news_rank":0,"isVideo":false,"video":null,"symbols":[],"gpt_button":0,"need_auth":false,"need_login_tip":false,"code":"91000000","status":"200"},"commentList":[],"isCommentEnd":true,"newsSizeData":{"likeSize":0,"commentSize":0,"repostSize":0,"favoriteSize":0,"likeStatus":false,"favoriteStatus":false},"APP":{"userAgent":"Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; 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Strategy(MSTR.US)成美股做空最多股票 套利交易浮出水面

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Strategy(MSTR.US)成美股做空最多股票套利交易浮出水面