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傳銀行限制對沖基金對SK海力士及三星槓桿 南方兩倍做多海力士(07709.HK)升幅收窄至6.5%
《彭博》引述消息人士報道,由於今年以來SK海力士及三星電子股價飆升,全球各大銀行正在限制對沖基金對這兩隻股份的槓桿押注,包括花旗、摩通及高盛等已提高對沖基金透過掉期交易做多SK海力士及三星電子股票的融資成本。同時,銀行亦收緊新交易的規模以及交易對象,而銀行的限制亦適用於台積電(TSM.US)。據悉,大摩正在拒絕客戶對這兩隻南韓股票進行新掉期交易的要求,而一些...
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傳銀行限制對沖基金對SK海力士及三星槓桿 南方兩倍做多海力士(07709.HK)升幅收窄至6.5%
Recommend
17
Positive
24
Negative
12
 
 

《彭博》引述消息人士報道,由於今年以來SK海力士及三星電子股價飆升,全球各大銀行正在限制對沖基金對這兩隻股份的槓桿押注,包括花旗、摩通及高盛等已提高對沖基金透過掉期交易做多SK海力士及三星電子股票的融資成本。同時,銀行亦收緊新交易的規模以及交易對象,而銀行的限制亦適用於台積電(TSM.US)     

據悉,大摩正在拒絕客戶對這兩隻南韓股票進行新掉期交易的要求,而一些二線銀行亦在過去兩周停止接受新的訂單,一些仍然願意接受新訂單的大型全球銀行正在逐個評估客戶的要求。

SK海力士在南韓的股價升幅收窄,升4.33%至219.2萬韓圜,三星升8.03%至32.3萬韓圜。在本港,南方兩倍做多海力士(07709.HK)  +0.550 (+0.519%)    Short selling $4.47B; Ratio 30.532%   升6.51%,南方兩倍做多三星(07747.HK)  +18.600 (+12.619%)    Short selling $2.13B; Ratio 40.213%   漲14.59%。

掉期交易是目前對沖基金常用的一種投資方式,無需實際持有資產即可利用槓桿進行投資。據悉,銀行對SK海力士及三星的掉期融資報價已上調至擔保隔夜融資利率(SOFR)加300個點子至11%不等,目前SOFT約為3.6%,意味著新利率最高可達近15%。相比之下,5月初的融資利率只是較SOFR高出約100至200個點子。(mn/u)(HK stocks quote is delayed for at least 15 mins.Short Selling Data as at 2026-06-12 16:25.) (Real-time Streaming US Stocks Quote; Except All OTC quotes are at least 15 minutes delayed.)

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