债券 CTA 对利率风险保持谨慎，敞口仅处第 10 百分位，空头回补尚未完成
📌 Bonds CTAs remain wary of rates risk, with bond exposure at the 10th percentile. Treasuries have rallied sharply, but they have covered only a fr...
AI 导读
债券 CTA 基金对利率风险仍持谨慎态度，债券敞口处于第 10 百分位的低位。尽管美债价格已大幅反弹，CTA 仅回补了少量空头仓位，后续仍存在进一步空头回补的空间。
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