| 2011年10月银行间市场运行报告 |
| |
| 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; |
| |
| 摘 要： | 2011年10月,银行间市场平稳运行,主要特点是：货币市场利率呈U型走势,银行间国债收益率曲线整体下移;境内即期美元盘中汇率大幅偏离基准价格,境内外价差持续倒挂,竞价市场成交份额显著增长;利率互换中以Shibor为浮动端参考利率的品种成交量居首位;外汇衍生品交易环比下滑,境内外衍生品价格倒挂程度减轻。
|
| 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 October 2011 |
| |
| RESEARCH DEPARTMENT,CHINA FOREIGN EXCHANGE TRADE SYSTEM , NATIONAL INTERBANK FUNDING CENTER. China's interbank market performance in October 2011[J]. China Money, 2011, 0(11): 62-71 |
| |
| Authors: | RESEARCH DEPARTMENT CHINA FOREIGN EXCHANGE TRADE SYSTEM & NATIONAL INTERBANK FUNDING CENTER |
| |
| Affiliation: | RESEARCH DEPARTMENT,CHINA FOREIGN EXCHANGE TRADE SYSTEM & NATIONAL INTERBANK FUNDING CENTER |
| |
| Abstract: | In October 2011,the interbank market developed stably.Its main characteristics were as follows:interest rates in money market experienced a U-shaped trend,and the interbank T-bond yield curve moved downward on the whole;the domestic spot rate of USD/ CNY deviated significantly from the benchmark price,the spread between the domestic and overseas prices continued the inverted trend,and the volume share of anonymous trading increased obviously;transactions of interest rate swaps with Shibor as the floating re... |
| |
| Keywords: | money market bond market FX market derivatives market USD/CNY central parity |
| 本文献已被 CNKI 维普 等数据库收录！ |
