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Barclays: Investors Remain "Heavily Short" on U.S. Interest Rate Volatility

Barclays: Investors Remain "Heavily Short" on U.S. Interest Rate Volatility

华尔街见闻华尔街见闻2026/04/20 18:23
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Short volatility positions are spread across the entire yield curve, and swaption trading volume has declined further in recent weeks. The current overall short bias is now “close to the extreme levels seen in January.”
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