2010年2月银行间市场运行报告

Performance of China's interbank market in February 2010

2010年2月份,银行间货币、外汇、债券、利率和汇率衍生品市场平稳运行,主要特点是:短期货币市场利率先扬后抑,短端Shibor各期限品种涨跌不一,中长端Shibor普遍上扬;银行间国债指数继续上升;人民币对美元汇率中间价与上月末相比升值0.001%,掉期价格显示人民币对美元升值预期有所减弱。

In February 2010, the interbank market observed smooth performance for money, foreign exchange, bond, interest-rate and exchangerate derivatives. The short-term interest rates had an inverted V-shaped trend in the money market. Short-end Shibor product rates fluctuated in February, while mid- and long-end Shibor product rates increased as a whole. The interbank T-bond index continued to rise. The central parity of RMB/USD increased 0.001% month-on-month, and the RMB/USD swaps quotes demonstrated a weakened market expectation of RMB appreciation.