| 2011年5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5月,银行间市场平稳运行,交易量稳步增长。主要特点是：货币市场资金面大幅收紧,短期利率全线大涨;银行间国债指数继续上行,收益率曲线平坦化;人民币外汇即期市场主要汇率趋稳,交投活跃,非美货币中间价波动剧烈;人民币利率互换交易量显著增长,短期化特征依然明显;人民币外汇期权交易放大,外汇衍生品市场发生结构性变化。
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| 关 键 词： | 同业市场 现券市场 央行票据 银行间外汇市场 日均成交量 人民币汇率中间价 |
China's interbank market performance in May 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 May 2011,the interbank market developed in a stable manner,with a steady growth in trading volume.Its main characteristics were as follows:funds in the money market were tightened greatly and short-term interest rates rose sharply as a whole;the interbank T-bond index continued to go up and the yield curve experienced a flat trend;the major exchange rates in RMB/FX spot market were stable and traded actively,and the non-US currencies central parities fluctuated drastically;the trading volume of RMB inter... |
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| Keywords: | interbank market bond market central bank bill interbank FX market average daily turnover RMB central parity |
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