2010年1月银行间市场运行报告

Performance of China's interbank market in January 2010

2010年1月份,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:短期货币市场利率先抑后扬,Shibor各期限品种利率均有不同程度的增加;银行间国债指数小幅上升;人民币对美元汇率中间价与上月末相比升值0.02%,掉期价格显示人民币对美元升值预期略有减弱。

In January 2010, the interbank market observed smooth performance for foreign exchange, money, bond, interest-rate and exchangerate derivatives. The short-term interest rates had V-shaped trend in the money market, while all Shibor product rates increased as a whole. The interbank T-bond index rose slightly. The central parity of RMB/USD increased 0.02% month-on-month, and the RMB/USD swaps quotes demonstrated a weakened market expectation of RMB appreciation.