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作者 sg0202 在 PTT [ ForeignEX ] 看板的留言(推文), 共45則
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19F→: 多的是USDJPY閃崩損益瞬間歸零的天才少年09/19 09:50
3F→: 這件事很詭異 8B的arbi部位不是一兩天能建起來的部位 客人08/13 00:41
4F→: 做onshoreDF每天也都要申報 央行等到8B了才發現然後跳出08/13 00:41
5F→: 來靠北?不過如果人家真的有文件符合遊戲規則為什麼不能08/13 00:41
6F→: 做 說到底onshore/offshore的差距也是央行自己這麼多年外08/13 00:41
7F→: 匯管制逼壽險去砸NDF hedging搞出來的...08/13 00:41
19F推: 31.10應該是NDF或NDF implied spot level. 台幣即期31.1008/14 20:55
20F→: 是七月的事了08/14 20:55
21F→: 9am-4pm以外的時間都沒有即期台幣08/14 21:03
10F→: 跟krw早脫勾了 用krw跟cnh做proxy的死一票10/10 09:09
46F推: 外匯為標的的私募基金... macro hedge fund?02/27 07:25
30F推: 遠匯是實質的利差... 不是方向...01/19 19:32
9F推: 詳閱央行官網外匯管理辦法 都正面表列 朕沒給的 你不能做10/22 17:03
10F→: !10/22 17:03
4F推: 可能有反應成本吧 銀行持有台幣現鈔跟外幣現鈔、帳上台幣06/07 13:17
5F→: 跟外表的成本都不一樣 有的銀行就直接往外quote一樣 有個06/07 13:17
6F→: 的可能有反應之間的差 我猜的06/07 13:17
47F推: 沒吧 每次嘎 cnh funding. Usdcnh spot一定都是往下 你借05/31 17:40
48F→: 不到cnh來short 所以要買cnh回來05/31 17:40
63F推: 應該是順序反過來吧 long usdcnh部位crowded05/31 22:32
64F→: 所以funding會上 然後long liquidation05/31 22:33
65F→: 最終都是usdcnh spot下05/31 22:33
200F推: Diary demand expectation10/29 18:54