| 2011年8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8月,银行间市场平稳运行,交易量较上月小幅增长。主要特点是：货币市场利率先抑后扬;银行间国债收益率曲线平坦化;人民币对美元汇率中间价升值步伐明显加快,交易价波动加剧;利率互换交易再创单月历史新高;外汇掉期曲线整体小幅上移,显示升值预期减弱;外汇即期竞价清算业务正式移交上海清算所。
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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 August 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 August 2011.the interbank market developed stably with a slight increase in trading volume from last month.Its main characteristics were as follows:interest rates in money market experienced a V-shaped trend;the interbank T-bond yield curve turned flat;the appreciation pace of USD/CNY central parity accelerated noticeably and the trading price fluctuated drastically;the interest rate swap trades hit a monthly new high;the FX swaps curve moved up slightly on the whole,showing a weak expectation on RMB app... |
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| Keywords: | money market bond market FX market derivatives market USD/CNY central parity |
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