2019年2月银行间市场运行报告

China’s Interbank Market Performance in February 2019

2019年2月,货币市场利率先抑后扬;债市经历调整,中长期收益率走高;利率互换曲线整体上移。人民币兑美元汇率小幅升值;人民币汇率指数上升;外汇掉期点上升,人民币汇率期权波动率小幅下降;外汇市场交易量稳步增长,衍生品交投活跃。

In February 2019, the interest rates of the money market witnessed a V-shaped movement;the bond market experienced a correction, and the medium and long-term bond yields rose;the overall IRS curve moved up. The RMB appreciated slightly against the US dollar;the RMB exchange rate indices went up;the FX swap points rose, and the volatility of RMB FX options declined slightly;the trading volume of the FX market increased steadily, and the derivatives trading was active.