| 2011年3季度银行问市场运行报告 |
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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3季度,银行间市场平稳运行,主要特点是：资金面前紧后松,货币市场利率先扬后抑、震荡下行;银行间国债收益率曲线先升后降;人民币对美元汇率升值步伐加快,季末成交价格显著偏离中间价;利率互换成交量创新高;外汇掉期短期限融资功能更为明显,中长期限掉期点持续上行显示人民币升值预期减弱。
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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 Q3 2011 |
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| RESEARCH DEPARTMENT,CHINA FOREIGN EXCHANGE TRADE SYSTEM & NATIONAL INTERBANK FUNDING CENTER. China's interbank market performance in Q3 2011[J]. China Money, 2011, 0(10): 62-71 |
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| Authors: | RESEARCH DEPARTMENT CHINA FOREIGN EXCHANGE TRADE SYSTEM & NATIONAL INTERBANK FUNDING CENTER |
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| Affiliation: | RESEARCH DEPARTMENT,CHINA FOREIGN EXCHANGE TRADE SYSTEM & NATIONAL INTERBANK FUNDING CENTER |
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| Abstract: | In Q3 2011.the interbank market developed stably and its main characteristics were:funds in the money market were first tight and then abundant,the interest rates in the money market experienced an inverted V-shaped movement and declined with fluctuations. Interbank T-bond yield curve went up first and then declined.The appreciation pace of USD/CNY accelerated and the quarter-end trading price remarkably deviated from the central parity:the interest rate swap trades hit a new high:financing function of shor... |
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| Keywords: | money market bond market FX market derivatives market USD/CNY central parity |
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