近期,外汇局发布了《国家外汇管理局关于银行办理人民币对外汇期权组合业务有关问题的通知》。此次推出的外汇看跌和外汇看涨两类风险逆转期权组合业务,均属于零成本期权组合,可以通过对期权的买卖组合,将买入期权的期权费支出与卖出期权的期权费收入相互抵销,使保值的净成本为零(或接近于零),不 Recently, the SAFE issued the “Circular of the State Administration of Foreign Exchange on Relevant Issues Concerning the Handling of Renminbi Combinations of Foreign Exchange Options by Banks.” The introduction of the foreign exchange bearish and foreign exchange bullish two types of risk reversal options portfolio business, are zero-cost options portfolio, you can buy and sell options portfolio, the option to buy options and expenses of the option fee income to sell offset each other Pin, so that the net cost of hedging is zero (or close to zero), no