
Rate Of Return美联储会议纪要显示,几乎全体支持放缓加息,但是相比衰退更担心通胀;欧洲方面,掉期市场预计,欧央行今年将大幅提高利率,利率峰值将在 9 月份达到 3.75% 左右,这意味着今年仍要加息 125 个基点。
美联储议息会议纪要公布之后,利率市场预测美联储 6 月加息 25 基点接近板上钉钉,未来三次会议上每次加息 25 基点的概率接近 100%。
6 月到期的隔夜指数掉期 (OIS) 合约的利率升至 5.323%,比当期水平高出近 75 基点。市场还预计利率峰值比之前更高,将于 7 月触顶接近 5.40%,高于 12 月 “点阵图” 给出的 5.1%。整体看市场对于前期对通胀过于乐观的预期正在快速修正。
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