2019/5/21 FX-Swap 日报
外汇市场:
市场动态:
USD/CNY Fixing 6.8990(last fixing 6.8988) up 2 pips.
中国央行公开市场进行800亿元7天期逆回购操作,无逆回购到期。
超短期方面:
tn 开盘成交+0.03后一路上行成交+0.04,+0.05,+0.06后继续走高成交+0.1,+0.15
sn 成交+0.17
短期方面:
1w 成交+0.71
1s 成交+2.75
中长期方面:
3s 成交+12
6s 成交区间窄,全天成交价落于[+43.5~+45]
1y 上午成交+158,下午开盘反复成交+166,后有+165成交
Spread 方面:
6s*1y 成交+120
USD/CNY SWAP
on +0.1 / +0.5
tn +0.33 / +0.36 [+0.03~+0.33]
sn +0.16 / +0.19 [+0.17]
1w +0.7 / +0.77 [+0.71]
2w +1.1 / +1.5
1s +2.65 / +2.75 [+2.7~+2.75]
2s +5.5 / +6
3s +12 / +13 [+12]
6s +43 / +45 [+43.5~+45]
9s +92.5 / +101
1y +164 / +167 [+158~+166]
6s*1y +119 / +124 [+120]
21-May-2019 Closing