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外汇动态

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外汇动态 本文件中的信息截至 28年8月2026日(除非另有说明)。有关分析师认证和重要通知,请参阅附录。美元盘整,日元仍显脆弱 • 下周可能回归夏季出现的主导主题:结构性走弱的美元和逐步走强的日元。“弱美元/强日元”的主题仍受到对美国财政轨迹日益增长的担忧以及对日本进一步货币政策正常化预期的支撑。• 欧元和英镑仍受利差支撑,而日元继续受益于日本央行正常化的预期。美元 - 过去一周,外汇市场在经历前几周的急剧贬值后,美元进入盘整期。美元指数(DXY)因美国数据更为强劲以及国债收益率仍居高位而有所回升,但投资者仍持谨慎态度,等待美联储货币政策方向的进一步指引以及沃什主席今天下午在杰克逊霍尔的讲话。中期来看,美元结构性走弱的情况依然存在,原因是美国长期债务回购增加,以及关于财政部与美联储协调以控制收益率的讨论。然而,短期内,美国利率水平仍高以及美联储未来货币政策的不确定性可能为美元提供间歇性支撑。欧元 - 欧元表现坚挺,尽管美元近期反弹,欧元兑美元仍在1.16 – 1.17区间内。单一货币继续受益于市场对欧洲央行接近货币宽松周期尾声的看法,而美国国债回购计划扩大后,市场对美国财政和融资政策的长期可持续性的疑虑依然存在。英镑 – 英镑仍是G10货币中最强势的货币之一。英国宏观经济数据持续超预期,通胀持续高企,使得英国央行可能采取比其他央行更紧缩的立场。英镑兑美元汇率仍接近近期多月高点,在1.36区间,同时受美元近期回升影响。日元 – 日元继续跑赢7月的极度疲弱水平。市场继续预期日本央行进一步加息的可能性较高,若美元兑日元稳定回升至160上方,日本当局再度干预的风险仍高。然而,近期美国收益率上升暂时限制了日元的升值。美元近期的回升似乎更多是技术性盘整阶段,而非新上升趋势的开始,而日元以及较小程度上欧元,仍是中期值得关注的升值货币。在此背景下: · 欧元兑美元中期保持温和看涨,目标指向1.18。 · 英镑兑美元继续受益于英国有利的利率差异。 · 若日本央行货币政策正常化继续且与美国的收益率差收窄,日元仍是大宗货币中结构性升值潜力最大的货币。 28年8月2026 W

周报 研究部 利率、外汇及大宗商品研究 Chiara Manenti 利率、外汇及大宗商品研究主管

外汇速评 28 八月 2026 由联合圣保罗银行研究部编制 2 瑞士法郎 - 近几周,瑞士法郎再次确认了其避险货币的角色,受益于中东地缘政治紧张局势加剧、与美国关税相关的贸易不确定性以及对美国财政政策可持续性的质疑。然而,瑞士法郎的表现与日元有所不同,因为瑞士法郎主要受益于避险资金流,但受到瑞士国家银行相对宽松的货币政策以及低于美国利率的限制。欧元兑瑞士法郎在 0.93 – 0.94 附近窄幅波动,表现出相当大的稳定性。事实上,欧元也受益于美元的疲软,限制了瑞士法郎兑单一货币的升值。加元 - 加拿大元在加拿大央行会议前正面临一个特别复杂的背景,其特点是经济增长温和、通胀相对坚挺以及与美国重新出现的贸易紧张局势。华盛顿最近宣布的关税措施增加了加拿大经济前景的不确定性,使得加拿大央行的声明对市场尤为重要。基准情景是加拿大央行持谨慎态度,意在在面对较为不利的外部经济环境时保持灵活性。市场将主要寻求关于增长放缓和源于贸易紧张局势及能源大宗商品价格上涨的通胀风险之间平衡的指引。加拿大央行会议是下周加元的主要催化剂。在与美国贸易不确定性日益增长的背景下,央行可能会采取谨慎态度。我们认为美元兑加元汇率可能出现高波动性,短期风险倾向于加元温和贬值,除非加拿大央行对国内增长前景提供更具建设性的指引。下周市场驱动因素 下周,市场面临的主要地缘政治风险仍然是中东。美国和伊朗之间的任何升级都可能推高油价、日元和避险货币,同时打压对增长更敏感的资产。退居次要但仍重要的是美加贸易争端、乌克兰冲突的发展以及若美元兑日元回到 160 附近,日本在外汇市场进行干预的风险。定于 2 九月举行的加拿大央行会议将是下周加元的主要市场驱动因素,在增长温和且与美国贸易紧张局势升级的背景下。央行的谨慎表态可能对加元构成压力,

外汇快讯 28 八月 2026 由联合圣保罗银行研究部编制 3 英镑 - 欧元与 1年1月利率差 欧元兑美元与 1年1月利率差 来源:彭博,联合圣保罗银行 来源:彭博,联合圣保罗银行 外汇预测 G10 即期 3季度 2026 4季度 2026 1季度 2027 2季度 2027 3季度 2027 4季度 2027 1季度 2028 2季度 2028 欧元/美元 1. 16 46 1.1 7 5 1.1 68 1.1 6 8 1.163 1.1 70 1.172 1.175 1.178 美元/日元 159.65 1 59 . 55 1 59 .26 158.70 157.13 155.54 153.93 152.32 150.8 1 英镑/美元 1.359 1. 3 6 1 9 1.3 6 2 1.3 7 8 1.3 8 8 1.3 8 5 1.3 92 1.3 95 1.3 9 1 美元/加元 1.385 1.418 1.413 1.408 1.403 1.396 1.386 1.377 1.371 澳元/美元 0.720 0.715 0.718 0.723 0.726 0.728 0.729 0.731 0.732 新西兰元/美元 0.595 0.6 0.599 0.619 0.635 0.647 0.655 0.663 0.67 美元/瑞郎 0.803 0.807 0.805 0.803 0.8 0.797 0.794 0.79 0.787 欧元/瑞典克朗 11.085 10.784 10.91 10.746 10.571 10.406 10.26 10.156 10.091 欧元/挪威克朗 10.845 11.255 11.125 10.988 10.875 10.79 10.72 10.651 10.581 来源:彭博,联合圣保罗银行 欧元-美元即期 加元-美元即期 来源:彭博,联合圣保罗银行 来源:彭博,联合圣保罗银行 0.79 0.80 0.81 0.82 0.83 0.84 0.85 0.86 0.87 0.88 0.89 0.00 0.50 1.00 1.50 2.00 2.50 3.00 11/24 03/25 07/25 11/25 03/26 07/26 英镑_ESTR 1年1月利差 欧元-英镑汇率 0.90 0.95 1.00 1.05 1.10 1.15 1.20 1.25 -2.50 -2.00 -1.50 -1.00 -0.50 0.00 11/24 03/25 07/25 11/25 03/26 07/26 ESTR-SOFR 1年1月利差 欧元即期 1.12 1.13 1.14 1.15 1.16 1.17 1.18 1.35 1.36 1.37 1.38 1.39 1.40 1.41 1.42

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关键论点
  • '弱美元/强日元'主题受到对美国财政轨迹担忧加剧以及对日本央行进一步货币政策正常化预期的支撑。
  • 欧元受到欧洲央行接近宽松周期结束的认知以及美国财政可持续性疑虑的支撑。
  • 英镑仍是G10中最强货币之一,得益于英国数据意外上行和持续高通胀,这可能促使英国央行采取更鹰派立场。
  • 美元近期的反弹被视为技术性盘整,而非新上升趋势的开始。
  • 加元面临高波动和短期走弱风险,除非加拿大央行就国内增长前景提供更具建设性的指引。
风险
  • 美国财政轨迹和国债回购计划扩大可能进一步削弱美元。
  • 美国利率高企和美联储政策不确定性可能为美元提供阶段性支撑。
  • 中东局势升级可能提振瑞郎和日元等避险货币。
  • 若美元兑日元回到160上方,日本干预风险仍然高企。
  • 美加贸易紧张和能源价格上涨对加元构成风险。