2020年4月银行间市场运行报告

China’s Interbank Market Performance in April 2020

4月,货币市场利率呈V型走势,波幅扩大;国债收益率曲线延续下行趋势;利率互换曲线下移。人民币兑美元汇率小幅升值;外汇掉期点上升,期权波动率下降;外汇市场交易量同比下降;境外美元流动性紧张缓解,境内美元同业拆放利率同步下降。

In April,interest rates of the money market presented a V-shaped movement with expanded volatility;the treasury yield curve continued the downward trend;the IRS curve shifted downwards.The RMB exchange rate against the USD appreciated slightly;FX swap points picked up,and the volatility of options fell;the trading volume of the FX market decreased year-on-year;the dollar shortage overseas was eased,while the domestic interbank lending rate of the dollar declined simultaneously.