| 2011年7月银行间市场运行报告 |
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| 作者单位： | 中国外汇交易中心暨全国银行间同业拆借中心研究部; |
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| 摘 要： | 2011年7月,银行间市场平稳运行,交易稳步增长。主要特点是：货币市场利率震荡下行,银行间国债收益率曲线上移明显;外汇即期市场交易延续活跃,外汇掉期曲线整体上移,汇率升值预期减弱,人民币外汇期权交易进一步活跃。人民币外汇掉期、远期净额清算试运行,净额清算业务向衍生品市场延伸。
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| 关 键 词： | 货币市场 债券市场 外汇市场 衍生品市场 人民币对美元汇率中间价 |
China's interbank market performance in July 2011 |
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| Authors: | RESEARCH DEPARTMENT CHINA FOREIGN EXCHANGE TRADE SYSTEM&NATIONAL INTERBANK FUNDING CENTER |
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| Institution: | RESEARCH DEPARTMENT,CHINA FOREIGN EXCHANGE TRADE SYSTEM&NATIONAL INTERBANK FUNDING CENTER |
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| Abstract: | In July 2011,the interbank market developed stably with a steady growth in trading volume.Its main characteristics were as follows: interest rates in money market went down with fluctuations;the interbank T-bond yield curve moved up noticeably;trades in RMB/FX spot market continued to be active,the FX swap curve moved up on the whole,the expectation on RMB appreciation was weakened, and the RMB/FX option transactions became more active.The RMB/FX swap and forward net settlement was operated on a trial basis... |
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| Keywords: | money market bond market FX market derivatives market USD/CNY central parity |
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