2010年7月银行间市场运行报告

Performance of China's interbank market in July 2010

2010年7月份,银行间货币、外汇、债券、利率和汇率衍生品市场的整体运行特点是:货币市场利率持续回落,短端Shibor各期限品种普遍下降,中长端Shibor涨跌不一;银行间国债指数大幅上升;人民币对美元汇率月末中间价与上月末相比升值0.23%,掉期价格显示人民币对美元升值压力缓解。

In July 2010,the interbank money,foreign exchange,bond,interest-rate and exchange-rate derivatives markets showed the following features.Money market interest rates continued to decline.Short-end Shibor product rates all went down,while mid- and long-end Shibor rates presented different moves.The interbank T-bond index rose markedly.The central parity of RMB/USD increased 0.23% compared with the month-ago figure,and the swap quotes demonstrated a lower pressure of RMB appreciation.