九月一堆国债期权到期,今天国债利率是1.3%。国债利率会使劲震杀期权吗? As of Wednesday’s close, most risk is concentrated around several options structures that equate to 10-year yields of about 1.5%, 1.34% and 1.21%, compared with the current rate of around 1.34%. Those levels stand out as having potential to sway trading in the aftermath of Powell’s speech, should dealers and option holders trim their vulnerability to market movements leading up to the options expiry and move the price of 10-year futures close to the strike price.