相关性决定了指数走势 - 期权简报

关键论点

• 指数通过相关性而非广度重定价：等权重标普跌0.40%，指数跌1.09%。
• 七项六十日新高均位于指数层面；债券、黄金与原油指标未重定价。
• Saxo将本次行情定性为以芯片股创2008年以来最长连跌为首的集中度事件，而非增长恐慌。
• 10月23日到期早于10月28日美联储决议，所定价区间覆盖财报与芯片交易，而非会议。

对应原文证据

1. Federal Reserve Chair Warsh said hotter inflation had not changed his outlook, which was read as reducing the odds of an increase on 28 October.
2. September industrial production rose 0.7% on the month against 0.4% expected, the most in five months, with capacity utilisation at 76.9%.
3. • Asia (Monday session): the Nikkei 225 narrowed its loss to about 0.7% and the Kospi recovered to 0.6% higher after Chinese third-quarter growth of 4.5% beat.