| 2011年上半年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年上半年,银行间市场运行平稳,交易稳步增长。主要特点是：货币市场资金面大幅收紧,主要货币市场利率大幅上升;银行间国债指数震荡上扬,国债收益率曲线整体上移;人民币对美元汇率中间价保持较快升值速度,非美货币即期交易显著活跃;利率互换交易量大幅增长,利率互换交易确认服务推出;汇率衍生品市场交易稳定增长,期权产品上线完善外汇衍生产品体系。
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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 H1 2011 |
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| Authors: | RESEARCH DEPARTMENTCHINA 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 H1 2011,the interbank market developed stably with a steady growth in trading volume.Its main characteristics were as follows: funds in the money market were tightened greatly and major interest rates in money market went up sharply;the interbank T-bond index went up with fluctuations and the T-bond yield curve moved up as a whole;the USD/CNY central parity maintained a rapid appreciation pace.The non-US currencies were traded actively in the spot market;the trading volume of interest rate swaps increase... |
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| Keywords: | money market bond market FX market derivatives market USD/CNY central parity |
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