摘要
2009年3季度,银行间外汇、货币、债券、利率和汇率衍生品市场整体运行平稳。货币市场利率整体上扬,波动明显增加,Shibor全面上扬;银行间国债指数大幅下调后反弹;人民币对美元汇率中间价基本保持稳定;人民币外汇掉期交易量大幅上升,1年期掉期报价由升水转为贴水。
In the third quarter of 2009, the interbank market observed smooth performance for foreign exchange, money, bond, interest-rate and exchange-rate derivatives. Money market interest rates increased with widened fluctuation range, while Shibor also went up markedly. The interbank T-bond index had a V-shaped trend. The central parity of RMB/USD was basically stable. Trading volume of RMB/FX swaps expanded significantly, with 1-year quote switching from premium to discount.
出处
《中国货币市场》
2009年第10期56-67,共12页
China Money
关键词
同业市场
现券市场
央行票据
银行间外汇市场
日均成交量
人民币汇率中间价
interbank market, cash bond market, central bankpaper, interbank FX market, average daily turnover, RMB central parity
