STRATEGY 01 · CARRY

外汇套息策略

数据截至 2026-10-30
01
FORWARD LOOKING

当前决策与未来1个月估计

日频共同截面；最新远期与即期时点 2026-10-30。主决策统一采用1M远期，其他期限仅用于年化比较。

当前9币种G10主策略多AUD / 空CHF

按1M远期隐含Carry排序：做多最高、做空最低；当前交易对为 AUD/CHF。

未来1M预期毛收益+0.41%汇率不变口径
年化Carry+4.94%统一年化便于横向比较
盈亏平衡汇率变动-0.41%不利变动超过该幅度会亏损

机构观点交叉验证

仅展示与当前 AUD/CHF 同方向、且保留公开来源链接的观点；证据类型区分原始机构材料与二手转述。

3 条同向观点
Bank of America媒体转述机构观点
观点日期 2026-06-24 · 核验日期 2026-08-05
多AUD / 空CHFAUD/CHF3个月数字看涨期权

继续推荐以Carry Trade形式做多AUD/CHF

理由：澳元模型公允价值高于当时现货；看好中国消费与工业金属需求；澳大利亚核心通胀黏性对利率形成支持

风险：美国股市大幅下跌可能触发Risk-off并推升瑞郎

查看来源 ↗
JPMorgan Trading Desk交易台观点二手转述
观点日期 2026-04-30 · 核验日期 2026-08-05
多AUD / 空CHFAUD/CHF即期/远期交叉盘

倾向逢低买入澳元并优先兑瑞郎表达

理由：澳洲利率支持强于瑞士；AUD/CHF较AUD/USD更能隔离美元方向并表达相对利差

风险：深度Risk-off与全球去杠杆可能令瑞郎快速升值

查看来源 ↗
UBS原始机构材料
观点日期 2026-04-16 · 核验日期 2026-08-05
多AUD / 空CHFAUD/CHF即期/远期交叉盘

继续推荐做多AUD/CHF

理由：中期看多澳元并将AUD/CHF作为相对价值表达；同时给出AUD/USD至2027年3月底0.75的目标

风险：全球风险偏好显著恶化时瑞郎避险属性可能压过利差收益

查看来源 ↗

机构观点不参与选币排序、Carry计算或历史回测，只用于验证交易逻辑是否得到外部研究支持；观点可能随后调整，以下日期为公开材料中的观点日期。

1M Carry 横截面

9个非美元G10货币的共同1M截面

年化
正值有利于做多本币负值有利于做空本币

1M 情景收益

横轴为AUD/CHF的汇率变动；0%即纯Carry

毛收益
货币1M Carry年化本币OIS美元OIS20日波动率Carry/波动率
澳元 AUD+0.76%4.80%3.90%5.31%0.14
挪威克朗 NOK+0.49%4.52%3.90%4.42%0.11
英镑 GBP-0.01%3.93%3.90%5.12%-0.00
新西兰元 NZD-1.26%2.75%3.90%6.48%-0.19
欧元 EUR-1.43%2.44%3.90%4.96%-0.29
加元 CAD-1.56%2.51%3.90%5.57%-0.28
瑞典克朗 SEK-2.04%1.91%3.90%6.12%-0.33
日元 JPY-2.82%1.23%3.90%4.35%-0.65
瑞士法郎 CHF-4.17%-0.06%3.90%6.06%-0.69

未来期限对照

只展示当前多空两端都有远期点的期限；新增CAD/CHF/NZD/NOK/SEK目前只有1M

当前曲线
期限天数Carry年化持有期毛收益盈亏平衡变动
1M30日+4.94%+0.41%-0.41%
执行含义：入场时做多高Carry货币、做空低Carry货币，并用1M远期锁定远期价。1M表示远期合约在约1个月后交割；策略可以到期结算，也可以届时滚动到下一张1M合约。
02
HISTORICAL VALIDATION

历史回测

历史结果与未来估计分开：回测显示过去按月滚动的实际总收益、仅Carry收益和风险，而不是未来承诺。

历史累计总收益+164.76%2000-01-04 至 2026-10-02
历史年化总收益+3.71%Carry + 现货汇率变动
月度胜率56.9%盈利月份占比
最大回撤-51.61%历史峰值到谷值

历史收益曲线

每月持有约30日，下一期重新观察1M Carry

总收益仅Carry

历史逐笔交易：全部持有期

完整展示320期；每期按入场时1M Carry排名选择货币对，持有约30日后重新评估

全部交易
期数入场日退出日持有货币对多头空头Carry收益现货收益总收益
12000-01-042000-02-0330日GBP/JPY多 GBP空 JPY+0.48%+2.48%+2.97%
22000-02-032000-03-0632日GBP/JPY多 GBP空 JPY+0.47%-1.99%-1.53%
32000-03-062000-04-0530日GBP/JPY多 GBP空 JPY+0.50%-1.50%-1.01%
42000-04-052000-05-0530日GBP/JPY多 GBP空 JPY+0.51%-0.62%-0.11%
52000-05-052000-06-0531日NZD/JPY多 NZD空 JPY+0.54%-5.41%-4.91%
62000-06-052000-07-0530日NZD/JPY多 NZD空 JPY+0.56%-1.92%-1.37%
72000-07-052000-08-0430日NZD/JPY多 NZD空 JPY+0.54%+0.14%+0.68%
82000-08-042000-09-0532日NOK/JPY多 NOK空 JPY+0.56%-4.39%-3.86%
92000-09-052000-10-0530日NOK/JPY多 NOK空 JPY+0.58%+1.38%+1.97%
102000-10-052000-11-0632日NOK/JPY多 NOK空 JPY+0.63%-2.34%-1.72%
112000-11-062000-12-0630日NOK/JPY多 NOK空 JPY+0.61%+5.49%+6.13%
122000-12-062001-01-0530日NOK/JPY多 NOK空 JPY+0.57%+9.70%+10.32%
132001-01-052001-02-0531日NOK/JPY多 NOK空 JPY+0.60%-1.33%-0.74%
142001-02-052001-03-0730日NOK/JPY多 NOK空 JPY+0.53%+2.66%+3.21%
152001-03-072001-04-0630日NOK/JPY多 NOK空 JPY+0.59%+1.31%+1.91%
162001-04-062001-05-0731日NOK/JPY多 NOK空 JPY+0.63%-2.16%-1.54%
172001-05-072001-06-0630日NOK/JPY多 NOK空 JPY+0.66%-4.41%-3.78%
182001-06-062001-07-0630日NOK/JPY多 NOK空 JPY+0.62%+4.77%+5.41%
192001-07-062001-08-0631日NOK/JPY多 NOK空 JPY+0.62%+1.64%+2.27%
202001-08-062001-09-0530日NOK/JPY多 NOK空 JPY+0.64%-0.88%-0.25%
212001-09-052001-10-0530日NOK/JPY多 NOK空 JPY+0.60%+1.33%+1.94%
222001-10-052001-11-0531日NOK/JPY多 NOK空 JPY+0.63%+0.35%+0.99%
232001-11-052001-12-0530日NOK/JPY多 NOK空 JPY+0.60%+0.34%+0.94%
242001-12-052002-01-0430日NOK/JPY多 NOK空 JPY+0.59%+6.32%+6.95%
252002-01-042002-02-0431日NOK/JPY多 NOK空 JPY+0.55%+0.08%+0.63%
262002-02-042002-03-0630日NOK/JPY多 NOK空 JPY+0.51%+1.27%+1.78%
272002-03-062002-04-0530日NOK/JPY多 NOK空 JPY+0.57%+1.98%+2.56%
282002-04-052002-05-0631日NOK/JPY多 NOK空 JPY+0.56%+1.42%+1.99%
292002-05-062002-06-0530日NOK/JPY多 NOK空 JPY+0.60%+2.68%+3.30%
302002-06-052002-07-0530日NOK/JPY多 NOK空 JPY+0.57%+1.53%+2.11%
312002-07-052002-08-0531日NOK/JPY多 NOK空 JPY+0.61%-2.73%-2.14%
322002-08-052002-09-0430日NOK/JPY多 NOK空 JPY+0.64%+1.38%+2.03%
332002-09-042002-10-0430日NOK/JPY多 NOK空 JPY+0.60%+4.74%+5.37%
342002-10-042002-11-0431日NOK/JPY多 NOK空 JPY+0.61%-0.07%+0.54%
352002-11-042002-12-0430日NOK/JPY多 NOK空 JPY+0.59%+3.75%+4.37%
362002-12-042003-01-0330日NOK/JPY多 NOK空 JPY+0.62%+0.34%+0.96%
372003-01-032003-02-0331日NOK/JPY多 NOK空 JPY+0.54%+0.46%+1.01%
382003-02-032003-03-0530日NOK/JPY多 NOK空 JPY+0.47%-3.98%-3.53%
392003-03-052003-04-0430日NZD/JPY多 NZD空 JPY+0.50%-1.88%-1.39%
402003-04-042003-05-0531日NZD/JPY多 NZD空 JPY+0.49%+3.37%+3.87%
412003-05-052003-06-0430日NZD/JPY多 NZD空 JPY+0.49%+2.40%+2.91%
422003-06-042003-07-0733日NZD/JPY多 NZD空 JPY+0.44%+2.80%+3.26%
432003-07-072003-08-0630日NZD/JPY多 NZD空 JPY+0.47%-1.26%-0.80%
442003-08-062003-09-0530日NZD/JPY多 NZD空 JPY+0.44%-3.77%-3.35%
452003-09-052003-10-0631日NZD/JPY多 NZD空 JPY+0.42%-2.08%-1.66%
462003-10-062003-11-0530日NZD/JPY多 NZD空 JPY+0.46%+3.18%+3.65%
472003-11-052003-12-0530日NZD/JPY多 NZD空 JPY+0.43%+2.31%+2.76%
482003-12-052004-01-0531日AUD/JPY多 AUD空 JPY+0.46%+2.78%+3.25%
492004-01-052004-02-0430日AUD/JPY多 AUD空 JPY+0.49%-1.29%-0.81%
502004-02-042004-03-0530日AUD/JPY多 AUD空 JPY+0.46%+5.07%+5.55%
512004-03-052004-04-0531日AUD/JPY多 AUD空 JPY+0.51%-6.14%-5.66%
522004-04-052004-05-0530日NZD/JPY多 NZD空 JPY+0.46%+0.75%+1.20%
532004-05-052004-06-0430日NZD/JPY多 NZD空 JPY+0.50%-0.08%+0.42%
542004-06-042004-07-0632日NZD/JPY多 NZD空 JPY+0.49%+3.07%+3.58%
552004-07-062004-08-0530日NZD/JPY多 NZD空 JPY+0.51%+1.25%+1.76%
562004-08-052004-09-0733日NZD/JPY多 NZD空 JPY+0.53%-1.71%-1.19%
572004-09-072004-10-0730日NZD/JPY多 NZD空 JPY+0.57%+6.22%+6.82%
582004-10-072004-11-0832日NZD/JPY多 NZD空 JPY+0.56%-2.62%-2.07%
592004-11-082004-12-0830日NZD/JPY多 NZD空 JPY+0.56%+1.05%+1.62%
602004-12-082005-01-0730日NZD/JPY多 NZD空 JPY+0.57%-1.22%-0.66%
612005-01-072005-02-0731日NZD/JPY多 NZD空 JPY+0.59%+1.04%+1.63%
622005-02-072005-03-0930日NZD/JPY多 NZD空 JPY+0.51%+3.65%+4.18%
632005-03-092005-04-0830日NZD/JPY多 NZD空 JPY+0.59%+1.59%+2.19%
642005-04-082005-05-0931日NZD/JPY多 NZD空 JPY+0.57%-0.64%-0.07%
652005-05-092005-06-0830日NZD/JPY多 NZD空 JPY+0.62%-0.80%-0.19%
662005-06-082005-07-0830日NZD/JPY多 NZD空 JPY+0.59%-1.41%-0.82%
672005-07-082005-08-0831日NZD/JPY多 NZD空 JPY+0.60%+2.77%+3.39%
682005-08-082005-09-0730日NZD/JPY多 NZD空 JPY+0.63%+0.16%+0.78%
692005-09-072005-10-0730日NZD/JPY多 NZD空 JPY+0.61%+1.99%+2.62%
702005-10-072005-11-0731日NZD/JPY多 NZD空 JPY+0.65%+0.74%+1.40%
712005-11-072005-12-0730日NZD/JPY多 NZD空 JPY+0.60%+6.98%+7.62%
722005-12-072006-01-0630日NZD/JPY多 NZD空 JPY+0.66%-7.38%-6.77%
732006-01-062006-02-0631日NZD/JPY多 NZD空 JPY+0.67%+2.49%+3.18%
742006-02-062006-03-0830日NZD/JPY多 NZD空 JPY+0.58%-5.59%-5.04%
752006-03-082006-04-0730日NZD/JPY多 NZD空 JPY+0.64%-5.62%-5.02%
762006-04-072006-05-0831日NZD/JPY多 NZD空 JPY+0.61%-2.24%-1.64%
772006-05-082006-06-0730日NZD/JPY多 NZD空 JPY+0.68%+0.57%+1.25%
782006-06-072006-07-0730日NZD/JPY多 NZD空 JPY+0.62%-2.16%-1.55%
792006-07-072006-08-0731日NZD/JPY多 NZD空 JPY+0.61%+3.21%+3.84%
802006-08-072006-09-0630日NZD/JPY多 NZD空 JPY+0.64%+5.58%+6.26%
812006-09-062006-10-0630日NZD/JPY多 NZD空 JPY+0.62%+3.61%+4.26%
822006-10-062006-11-0631日NZD/JPY多 NZD空 JPY+0.65%+0.89%+1.54%
832006-11-062006-12-0630日NZD/JPY多 NZD空 JPY+0.60%-0.40%+0.20%
842006-12-062007-01-0530日NZD/JPY多 NZD空 JPY+0.63%+3.59%+4.24%
852007-01-052007-02-0531日NZD/JPY多 NZD空 JPY+0.64%+0.76%+1.41%
862007-02-052007-03-0730日NZD/JPY多 NZD空 JPY+0.54%-3.22%-2.70%
872007-03-072007-04-0630日NZD/JPY多 NZD空 JPY+0.60%+8.23%+8.89%
882007-04-062007-05-0731日NZD/JPY多 NZD空 JPY+0.59%+2.70%+3.31%
892007-05-072007-06-0630日NZD/JPY多 NZD空 JPY+0.67%+2.70%+3.38%
902007-06-062007-07-0630日NZD/JPY多 NZD空 JPY+0.64%+6.11%+6.78%
912007-07-062007-08-0631日NZD/JPY多 NZD空 JPY+0.65%-6.68%-6.07%
922007-08-062007-09-0530日NZD/JPY多 NZD空 JPY+0.72%-11.71%-11.08%
932007-09-052007-10-0530日NZD/JPY多 NZD空 JPY+0.72%+12.15%+12.96%
942007-10-052007-11-0531日NZD/JPY多 NZD空 JPY+0.71%-1.42%-0.72%
952007-11-052007-12-0530日NZD/JPY多 NZD空 JPY+0.68%-3.02%-2.36%
962007-12-052008-01-0430日NZD/JPY多 NZD空 JPY+0.68%-1.88%-1.22%
972008-01-042008-02-0431日NZD/JPY多 NZD空 JPY+0.69%+1.50%+2.21%
982008-02-042008-03-0530日NZD/JPY多 NZD空 JPY+0.65%-1.91%-1.27%
992008-03-052008-04-0430日NZD/JPY多 NZD空 JPY+0.70%-3.61%-2.94%
1002008-04-042008-05-0531日NZD/JPY多 NZD空 JPY+0.68%+2.96%+3.66%
1012008-05-052008-06-0430日NZD/JPY多 NZD空 JPY+0.74%-0.54%+0.19%
1022008-06-042008-07-0733日NZD/JPY多 NZD空 JPY+0.68%-1.54%-0.87%
1032008-07-072008-08-0630日NZD/JPY多 NZD空 JPY+0.71%-2.90%-2.21%
1042008-08-062008-09-0530日NZD/JPY多 NZD空 JPY+0.68%-9.25%-8.63%
1052008-09-052008-10-0631日NZD/JPY多 NZD空 JPY+0.64%-11.00%-10.43%
1062008-10-062008-11-0530日NZD/JPY多 NZD空 JPY+0.74%-5.23%-4.52%
1072008-11-052008-12-0530日NZD/JPY多 NZD空 JPY+0.48%-19.52%-19.14%
1082008-12-052009-01-0531日NZD/CHF多 NZD空 CHF+0.42%+1.93%+2.36%
1092009-01-052009-02-0430日NZD/JPY多 NZD空 JPY+0.46%-16.40%-16.02%
1102009-02-042009-03-0630日NZD/JPY多 NZD空 JPY+0.31%+7.70%+8.03%
1112009-03-062009-04-0631日NZD/CHF多 NZD空 CHF+0.32%+13.96%+14.32%
1122009-04-062009-05-0630日NZD/CHF多 NZD空 CHF+0.28%-1.05%-0.77%
1132009-05-062009-06-0530日AUD/CHF多 AUD空 CHF+0.27%+2.75%+3.04%
1142009-06-052009-07-0631日AUD/JPY多 AUD空 JPY+0.26%-4.33%-4.08%
1152009-07-062009-08-0530日AUD/CHF多 AUD空 CHF+0.28%+3.59%+3.88%
1162009-08-052009-09-0430日AUD/CHF多 AUD空 CHF+0.27%+1.01%+1.28%
1172009-09-042009-10-0531日AUD/CHF多 AUD空 CHF+0.25%+0.65%+0.91%
1182009-10-052009-11-0430日AUD/CHF多 AUD空 CHF+0.29%+1.88%+2.18%
1192009-11-042009-12-0430日AUD/CHF多 AUD空 CHF+0.31%+0.78%+1.09%
1202009-12-042010-01-0431日AUD/CHF多 AUD空 CHF+0.33%+1.20%+1.53%
1212010-01-042010-02-0330日AUD/CHF多 AUD空 CHF+0.35%-0.73%-0.38%
1222010-02-032010-03-0530日AUD/CHF多 AUD空 CHF+0.30%+4.26%+4.57%
1232010-03-052010-04-0531日AUD/CHF多 AUD空 CHF+0.35%+0.46%+0.81%
1242010-04-052010-05-0530日AUD/CHF多 AUD空 CHF+0.35%+2.94%+3.30%
1252010-05-052010-06-0430日AUD/CHF多 AUD空 CHF+0.42%-4.45%-4.05%
1262010-06-042010-07-0632日AUD/CHF多 AUD空 CHF+0.43%-5.56%-5.15%
1272010-07-062010-08-0530日AUD/CHF多 AUD空 CHF+0.43%+5.12%+5.58%
1282010-08-052010-09-0733日AUD/CHF多 AUD空 CHF+0.40%-3.22%-2.83%
1292010-09-072010-10-0730日AUD/JPY多 AUD空 JPY+0.42%+5.49%+5.94%
1302010-10-072010-11-0832日AUD/CHF多 AUD空 CHF+0.40%+3.25%+3.66%
1312010-11-082010-12-0830日AUD/CHF多 AUD空 CHF+0.41%-1.50%-1.09%
1322010-12-082011-01-0730日AUD/JPY多 AUD空 JPY+0.42%+0.76%+1.19%
1332011-01-072011-02-0731日AUD/JPY多 AUD空 JPY+0.42%+0.85%+1.27%
1342011-02-072011-03-0930日AUD/CHF多 AUD空 CHF+0.37%-2.99%-2.63%
1352011-03-092011-04-0830日AUD/CHF多 AUD空 CHF+0.41%+1.97%+2.39%
1362011-04-082011-05-0931日AUD/JPY多 AUD空 JPY+0.39%-3.46%-3.08%
1372011-05-092011-06-0830日AUD/CHF多 AUD空 CHF+0.45%-5.19%-4.76%
1382011-06-082011-07-0830日AUD/CHF多 AUD空 CHF+0.41%+0.87%+1.28%
1392011-07-082011-08-0831日AUD/CHF多 AUD空 CHF+0.41%-12.85%-12.49%
1402011-08-082011-09-0730日AUD/CHF多 AUD空 CHF+0.48%+16.53%+17.09%
1412011-09-072011-10-0730日AUD/CHF多 AUD空 CHF+0.47%+0.19%+0.66%
1422011-10-072011-11-0731日AUD/CHF多 AUD空 CHF+0.48%+1.98%+2.47%
1432011-11-072011-12-0730日AUD/JPY多 AUD空 JPY+0.41%-1.14%-0.74%
1442011-12-072012-01-0630日AUD/JPY多 AUD空 JPY+0.44%-1.32%-0.89%
1452012-01-062012-02-0631日AUD/CHF多 AUD空 CHF+0.40%+1.01%+1.41%
1462012-02-062012-03-0730日AUD/CHF多 AUD空 CHF+0.35%-1.81%-1.46%
1472012-03-072012-04-0630日AUD/CHF多 AUD空 CHF+0.40%-2.46%-2.07%
1482012-04-062012-05-0731日AUD/CHF多 AUD空 CHF+0.39%-0.74%-0.36%
1492012-05-072012-06-0630日AUD/CHF多 AUD空 CHF+0.38%+0.79%+1.17%
1502012-06-062012-07-0630日AUD/CHF多 AUD空 CHF+0.35%+5.21%+5.58%
1512012-07-062012-08-0631日AUD/CHF多 AUD空 CHF+0.36%+3.10%+3.47%
1522012-08-062012-09-0530日AUD/CHF多 AUD空 CHF+0.37%-5.06%-4.71%
1532012-09-052012-10-0530日AUD/CHF多 AUD空 CHF+0.35%-2.50%-2.16%
1542012-10-052012-11-0531日AUD/CHF多 AUD空 CHF+0.31%+3.03%+3.35%
1552012-11-052012-12-0530日AUD/CHF多 AUD空 CHF+0.28%-0.98%-0.70%
1562012-12-052013-01-0430日AUD/CHF多 AUD空 CHF+0.30%-0.28%+0.02%
1572013-01-042013-02-0431日AUD/CHF多 AUD空 CHF+0.28%-2.04%-1.77%
1582013-02-042013-03-0630日AUD/CHF多 AUD空 CHF+0.24%+2.64%+2.89%
1592013-03-062013-04-0530日AUD/CHF多 AUD空 CHF+0.27%+0.56%+0.82%
1602013-04-052013-05-0631日AUD/CHF多 AUD空 CHF+0.25%-1.57%-1.32%
1612013-05-062013-06-0530日AUD/CHF多 AUD空 CHF+0.28%-6.61%-6.35%
1622013-06-052013-07-0530日AUD/CHF多 AUD空 CHF+0.25%-2.65%-2.41%
1632013-07-052013-08-0531日AUD/CHF多 AUD空 CHF+0.26%-5.36%-5.12%
1642013-08-052013-09-0430日NZD/CHF多 NZD空 CHF+0.25%+2.45%+2.70%
1652013-09-042013-10-0430日NZD/CHF多 NZD空 CHF+0.24%+1.92%+2.16%
1662013-10-042013-11-0431日AUD/CHF多 AUD空 CHF+0.25%+0.92%+1.17%
1672013-11-042013-12-0430日NZD/CHF多 NZD空 CHF+0.24%-2.13%-1.90%
1682013-12-042014-01-0330日NZD/CHF多 NZD空 CHF+0.26%+1.82%+2.08%
1692014-01-032014-02-0331日NZD/CHF多 NZD空 CHF+0.24%-2.70%-2.46%
1702014-02-032014-03-0530日NZD/CHF多 NZD空 CHF+0.22%+2.29%+2.52%
1712014-03-052014-04-0430日NZD/CHF多 NZD空 CHF+0.25%+2.52%+2.78%
1722014-04-042014-05-0531日NZD/CHF多 NZD空 CHF+0.26%-0.55%-0.29%
1732014-05-052014-06-0430日NZD/CHF多 NZD空 CHF+0.29%-0.83%-0.54%
1742014-06-042014-07-0733日NZD/CHF多 NZD空 CHF+0.29%+3.66%+3.96%
1752014-07-072014-08-0630日NZD/CHF多 NZD空 CHF+0.33%-2.02%-1.70%
1762014-08-062014-09-0530日NZD/CHF多 NZD空 CHF+0.32%+1.03%+1.36%
1772014-09-052014-10-0631日NZD/JPY多 NZD空 JPY+0.32%-2.96%-2.66%
1782014-10-062014-11-0530日NZD/CHF多 NZD空 CHF+0.36%-0.36%-0.00%
1792014-11-052014-12-0530日NZD/CHF多 NZD空 CHF+0.32%+1.31%+1.64%
1802014-12-052015-01-0531日NZD/JPY多 NZD空 JPY+0.37%-1.68%-1.31%
1812015-01-052015-02-0430日NZD/CHF多 NZD空 CHF+0.36%-11.91%-11.59%
1822015-02-042015-03-0630日NZD/CHF多 NZD空 CHF+0.42%+6.33%+6.78%
1832015-03-062015-04-0631日NZD/CHF多 NZD空 CHF+0.41%+0.46%+0.87%
1842015-04-062015-05-0630日NZD/CHF多 NZD空 CHF+0.41%-5.58%-5.19%
1852015-05-062015-06-0530日NZD/CHF多 NZD空 CHF+0.41%-3.82%-3.43%
1862015-06-052015-07-0631日NZD/CHF多 NZD空 CHF+0.38%-4.52%-4.16%
1872015-07-062015-08-0530日NZD/CHF多 NZD空 CHF+0.40%+1.01%+1.42%
1882015-08-052015-09-0430日NZD/CHF多 NZD空 CHF+0.36%-4.36%-4.02%
1892015-09-042015-10-0531日NZD/CHF多 NZD空 CHF+0.33%+3.97%+4.31%
1902015-10-052015-11-0430日NZD/CHF多 NZD空 CHF+0.35%+3.12%+3.47%
1912015-11-042015-12-0430日NZD/CHF多 NZD空 CHF+0.32%+2.89%+3.22%
1922015-12-042016-01-0431日NZD/CHF多 NZD空 CHF+0.40%+0.36%+0.76%
1932016-01-042016-02-0330日NZD/CHF多 NZD空 CHF+0.34%-1.01%-0.68%
1942016-02-032016-03-0430日NZD/CHF多 NZD空 CHF+0.29%+1.06%+1.35%
1952016-03-042016-04-0431日NZD/CHF多 NZD空 CHF+0.33%-2.81%-2.48%
1962016-04-042016-05-0430日NZD/CHF多 NZD空 CHF+0.28%+0.16%+0.45%
1972016-05-042016-06-0330日NZD/CHF多 NZD空 CHF+0.30%+2.97%+3.28%
1982016-06-032016-07-0532日NZD/CHF多 NZD空 CHF+0.30%+3.04%+3.35%
1992016-07-052016-08-0430日NZD/CHF多 NZD空 CHF+0.33%+0.36%+0.69%
2002016-08-042016-09-0633日NZD/CHF多 NZD空 CHF+0.31%+2.48%+2.79%
2012016-09-062016-10-0630日NZD/CHF多 NZD空 CHF+0.32%-2.21%-1.89%
2022016-10-062016-11-0732日NZD/CHF多 NZD空 CHF+0.31%+1.60%+1.91%
2032016-11-072016-12-0730日NZD/CHF多 NZD空 CHF+0.27%+1.06%+1.33%
2042016-12-072017-01-0630日NZD/CHF多 NZD空 CHF+0.35%-1.59%-1.25%
2052017-01-062017-02-0631日NZD/CHF多 NZD空 CHF+0.27%+1.97%+2.24%
2062017-02-062017-03-0830日NZD/CHF多 NZD空 CHF+0.23%-2.85%-2.63%
2072017-03-082017-04-0730日NZD/CHF多 NZD空 CHF+0.28%-0.12%+0.16%
2082017-04-072017-05-0831日NZD/CHF多 NZD空 CHF+0.24%-1.69%-1.45%
2092017-05-082017-06-0730日NZD/CHF多 NZD空 CHF+0.26%+0.54%+0.81%
2102017-06-072017-07-0730日NZD/CHF多 NZD空 CHF+0.27%+1.04%+1.32%
2112017-07-072017-08-0731日NZD/CHF多 NZD空 CHF+0.25%+2.08%+2.34%
2122017-08-072017-09-0630日NZD/CHF多 NZD空 CHF+0.26%-3.47%-3.22%
2132017-09-062017-10-0630日NZD/CHF多 NZD空 CHF+0.27%+0.38%+0.66%
2142017-10-062017-11-0631日NZD/CHF多 NZD空 CHF+0.25%-0.53%-0.28%
2152017-11-062017-12-0630日NZD/CHF多 NZD空 CHF+0.25%-1.27%-1.03%
2162017-12-062018-01-0530日NZD/CHF多 NZD空 CHF+0.36%+2.68%+3.04%
2172018-01-052018-02-0531日NZD/CHF多 NZD空 CHF+0.25%-2.47%-2.23%
2182018-02-052018-03-0730日NZD/CHF多 NZD空 CHF+0.24%+0.47%+0.71%
2192018-03-072018-04-0630日NZD/CHF多 NZD空 CHF+0.32%+1.82%+2.15%
2202018-04-062018-05-0731日NZD/CHF多 NZD空 CHF+0.26%+0.99%+1.26%
2212018-05-072018-06-0630日NZD/CHF多 NZD空 CHF+0.27%-1.32%-1.06%
2222018-06-062018-07-0630日NZD/CHF多 NZD空 CHF+0.27%-2.72%-2.45%
2232018-07-062018-08-0631日AUD/CHF多 AUD空 CHF+0.26%+0.22%+0.47%
2242018-08-062018-09-0530日NZD/CHF多 NZD空 CHF+0.28%-4.71%-4.45%
2252018-09-052018-10-0530日NZD/CHF多 NZD空 CHF+0.28%-0.11%+0.17%
2262018-10-052018-11-0531日NZD/CHF多 NZD空 CHF+0.25%+4.69%+4.95%
2272018-11-052018-12-0631日NZD/CHF多 NZD空 CHF+0.23%+2.13%+2.37%
2282018-12-062019-01-0732日NZD/CHF多 NZD空 CHF+0.32%-3.00%-2.70%
2292019-01-072019-03-1163日AUD/CHF多 AUD空 CHF+0.26%+1.90%+2.16%
2302019-03-112019-04-1030日AUD/CHF多 AUD空 CHF+0.26%+0.66%+0.92%
2312019-04-102019-05-1030日NZD/CHF多 NZD空 CHF+0.24%-1.44%-1.21%
2322019-05-102019-06-1031日NZD/CHF多 NZD空 CHF+0.22%-1.92%-1.71%
2332019-06-102019-07-1030日NZD/CHF多 NZD空 CHF+0.23%+0.51%+0.74%
2342019-07-102019-08-0930日NZD/CHF多 NZD空 CHF+0.22%-4.26%-4.05%
2352019-08-092019-09-0931日CAD/CHF多 CAD空 CHF+0.22%+2.66%+2.89%
2362019-09-092019-10-0930日CAD/CHF多 CAD空 CHF+0.24%-1.02%-0.78%
2372019-10-092019-11-0830日CAD/CHF多 CAD空 CHF+0.23%+1.00%+1.23%
2382019-11-082019-12-0931日CAD/CHF多 CAD空 CHF+0.20%-1.07%-0.87%
2392019-12-092020-01-0830日CAD/CHF多 CAD空 CHF+0.26%+0.12%+0.38%
2402020-01-082020-02-0730日CAD/CHF多 CAD空 CHF+0.21%-1.71%-1.51%
2412020-02-072020-03-0931日CAD/CHF多 CAD空 CHF+0.20%-6.91%-6.72%
2422020-03-092020-04-0830日NZD/CHF多 NZD空 CHF+0.29%-1.37%-1.09%
2432020-04-082020-05-0830日NZD/CHF多 NZD空 CHF+0.14%+2.04%+2.18%
2442020-05-082020-06-0831日NZD/CHF多 NZD空 CHF+0.10%+4.95%+5.05%
2452020-06-082020-07-0830日NZD/CHF多 NZD空 CHF+0.10%-1.67%-1.57%
2462020-07-082020-08-0730日NZD/CHF多 NZD空 CHF+0.09%-2.12%-2.03%
2472020-08-072020-09-0832日NZD/CHF多 NZD空 CHF+0.09%+0.97%+1.06%
2482020-09-082020-10-0830日NZD/CHF多 NZD空 CHF+0.11%-0.93%-0.82%
2492020-10-082020-11-0932日NOK/CHF多 NOK空 CHF+0.08%+2.24%+2.33%
2502020-11-092020-12-0930日NOK/CHF多 NOK空 CHF+0.11%-0.32%-0.21%
2512020-12-092021-01-0830日NZD/CHF多 NZD空 CHF+0.11%+2.52%+2.63%
2522021-01-082021-02-0831日NOK/CHF多 NOK空 CHF+0.09%+0.24%+0.33%
2532021-02-082021-03-1030日NOK/CHF多 NOK空 CHF+0.08%+4.17%+4.25%
2542021-03-102021-04-0930日NZD/CHF多 NZD空 CHF+0.09%-2.36%-2.27%
2552021-04-092021-05-1031日NZD/CHF多 NZD空 CHF+0.09%+1.05%+1.15%
2562021-05-102021-06-0930日NZD/CHF多 NZD空 CHF+0.09%-2.36%-2.27%
2572021-06-092021-07-0930日NZD/CHF多 NZD空 CHF+0.09%-0.70%-0.61%
2582021-07-092021-08-0931日NZD/CHF多 NZD空 CHF+0.09%+0.97%+1.06%
2592021-08-092021-09-0830日NZD/CHF多 NZD空 CHF+0.10%+1.50%+1.61%
2602021-09-082021-10-0830日NOK/CHF多 NOK空 CHF+0.09%+2.64%+2.73%
2612021-10-082021-11-0831日NZD/CHF多 NZD空 CHF+0.11%+1.92%+2.03%
2622021-11-082021-12-0830日NZD/CHF多 NZD空 CHF+0.11%-4.42%-4.31%
2632021-12-082022-01-0730日NZD/CHF多 NZD空 CHF+0.15%-0.60%-0.45%
2642022-01-072022-02-0731日NOK/CHF多 NOK空 CHF+0.13%+1.06%+1.19%
2652022-02-072022-03-0930日NZD/CHF多 NZD空 CHF+0.12%+3.78%+3.90%
2662022-03-092022-04-0830日NOK/CHF多 NOK空 CHF+0.14%+3.29%+3.44%
2672022-04-082022-05-0931日NZD/CHF多 NZD空 CHF+0.15%-1.44%-1.29%
2682022-05-092022-06-0830日NZD/CHF多 NZD空 CHF+0.20%+0.37%+0.57%
2692022-06-082022-07-0830日NZD/CHF多 NZD空 CHF+0.23%-4.43%-4.21%
2702022-07-082022-08-0831日NZD/EUR多 NZD空 EUR+0.23%+1.21%+1.45%
2712022-08-082022-09-0730日NZD/CHF多 NZD空 CHF+0.26%-1.92%-1.66%
2722022-09-072022-10-0730日CAD/JPY多 CAD空 JPY+0.31%-2.72%-2.42%
2732022-10-072022-11-0731日CAD/JPY多 CAD空 JPY+0.33%+2.34%+2.68%
2742022-11-072022-12-0730日CAD/JPY多 CAD空 JPY+0.32%-7.81%-7.51%
2752022-12-072023-01-0630日CAD/JPY多 CAD空 JPY+0.41%-1.95%-1.55%
2762023-01-062023-02-0631日CAD/JPY多 CAD空 JPY+0.42%+0.47%+0.89%
2772023-02-062023-03-0830日CAD/JPY多 CAD空 JPY+0.36%+1.00%+1.37%
2782023-03-082023-04-0730日NZD/JPY多 NZD空 JPY+0.45%-1.71%-1.27%
2792023-04-072023-05-0831日NZD/JPY多 NZD空 JPY+0.45%+4.00%+4.47%
2802023-05-082023-06-0730日NZD/JPY多 NZD空 JPY+0.51%-1.27%-0.77%
2812023-06-072023-07-0730日NZD/JPY多 NZD空 JPY+0.49%+4.12%+4.63%
2822023-07-072023-08-0731日NZD/JPY多 NZD空 JPY+0.53%-1.54%-1.02%
2832023-08-072023-09-0630日NZD/JPY多 NZD空 JPY+0.51%-0.08%+0.43%
2842023-09-062023-10-0630日NZD/JPY多 NZD空 JPY+0.51%+3.13%+3.65%
2852023-10-062023-11-0631日NZD/JPY多 NZD空 JPY+0.52%+0.33%+0.85%
2862023-11-062023-12-0630日NZD/JPY多 NZD空 JPY+0.47%+0.99%+1.46%
2872023-12-062024-01-0530日NZD/JPY多 NZD空 JPY+0.51%-0.17%+0.34%
2882024-01-052024-02-0531日NZD/JPY多 NZD空 JPY+0.52%-0.72%-0.21%
2892024-02-052024-03-0630日NZD/JPY多 NZD空 JPY+0.44%+2.16%+2.61%
2902024-03-062024-04-0530日NZD/JPY多 NZD空 JPY+0.48%-0.65%-0.17%
2912024-04-052024-05-0631日NZD/JPY多 NZD空 JPY+0.46%+1.42%+1.88%
2922024-05-062024-06-0530日NZD/JPY多 NZD空 JPY+0.50%+4.32%+4.84%
2932024-06-052024-07-0530日NZD/JPY多 NZD空 JPY+0.47%+2.26%+2.74%
2942024-07-052024-08-0531日NZD/JPY多 NZD空 JPY+0.47%-13.14%-12.73%
2952024-08-052024-09-0430日NZD/JPY多 NZD空 JPY+0.48%+3.91%+4.41%
2962024-09-042024-10-0430日NZD/JPY多 NZD空 JPY+0.45%+2.89%+3.35%
2972024-10-042024-11-0431日GBP/JPY多 GBP空 JPY+0.42%+0.99%+1.42%
2982024-11-042024-12-0430日GBP/JPY多 GBP空 JPY+0.39%-3.01%-2.63%
2992024-12-042025-01-0330日GBP/JPY多 GBP空 JPY+0.42%+2.10%+2.53%
3002025-01-032025-02-0331日GBP/JPY多 GBP空 JPY+0.39%-1.32%-0.93%
3012025-02-032025-03-0530日GBP/JPY多 GBP空 JPY+0.33%-0.43%-0.10%
3022025-03-052025-04-0430日GBP/CHF多 GBP空 CHF+0.37%-3.36%-3.01%
3032025-04-042025-05-0531日GBP/CHF多 GBP空 CHF+0.36%-1.51%-1.15%
3042025-05-052025-06-0430日NOK/CHF多 NOK空 CHF+0.41%+2.34%+2.76%
3052025-06-042025-07-0430日NOK/CHF多 NOK空 CHF+0.39%-2.66%-2.28%
3062025-07-042025-08-0431日GBP/CHF多 GBP空 CHF+0.38%-0.99%-0.62%
3072025-08-042025-09-0330日NOK/CHF多 NOK空 CHF+0.40%+1.77%+2.18%
3082025-09-032025-10-0330日NOK/CHF多 NOK空 CHF+0.37%-0.38%-0.01%
3092025-10-032025-11-0331日GBP/CHF多 GBP空 CHF+0.36%-0.98%-0.62%
3102025-11-032025-12-0330日NOK/CHF多 NOK空 CHF+0.35%-0.36%-0.00%
3112025-12-032026-01-0230日NOK/CHF多 NOK空 CHF+0.38%-1.00%-0.63%
3122026-01-022026-02-0231日GBP/CHF多 GBP空 CHF+0.34%-0.06%+0.28%
3132026-02-022026-03-0430日NOK/CHF多 NOK空 CHF+0.31%+0.69%+1.01%
3142026-03-042026-04-0330日AUD/CHF多 AUD空 CHF+0.36%+0.07%+0.44%
3152026-04-032026-05-0431日AUD/CHF多 AUD空 CHF+0.37%+1.85%+2.22%
3162026-05-042026-06-0330日AUD/CHF多 AUD空 CHF+0.42%+0.52%+0.94%
3172026-06-032026-07-0330日AUD/CHF多 AUD空 CHF+0.39%-1.27%-0.88%
3182026-07-032026-08-0331日AUD/CHF多 AUD空 CHF+0.39%+1.74%+2.14%
3192026-08-032026-09-0230日AUD/CHF多 AUD空 CHF+0.43%+2.74%+3.18%
3202026-09-022026-10-0230日AUD/CHF多 AUD空 CHF+0.39%-1.10%-0.72%
03
CNY / HKD WATCH

人民币与港元独立观察

CNY与HKD不与完全可兑换G10货币直接混成同一个实盘篮子；保留自身报价、制度约束和流动性信息。

人民币 CNY

负Carry表示做多人民币/做空美元在汇率不变时付出Carry

1M Carry年化-2.65%独立观察
USD/CNY6.6557在岸即期报价

港元 HKD

同时关注金管局总结余与HIBOR/SOFR

1M Carry年化-1.39%独立观察
联系汇率区间位置93.1%越接近100%越靠近弱方兑换保证