摘要
2019年1月,银行间市场整体运行特点是:货币市场利率走势平稳;债券市场收益率整体平缓下行;利率互换曲线整体略有下行。人民币汇率快速升值;外汇掉期曲线上行;外汇期权隐含波动率曲线平坦化。
In January 2019,the overall performance of China’s interbank market was characterized by:the interest rates in the money market maintained stable;the bond market yields declined smoothly as a whole;the IRS curve shifted downward slightly as a whole.The RMB exchange rate appreciated rapidly;the FX swap curve went up;the implied volatility curve of FX options flattened.
出处
《中国货币市场》
2019年第2期93-97,共5页
China Money
