2019/11/11 FX-Swap 日报
外汇市场:
市场动态:
USD/CNY Fixing 6.9933(last fixing 6.9945) down 12 pips.
中国央行今日未开展逆回购操作,因今日无逆回购到期,当日实现零投放零回笼。
超短期方面:
tn 首笔成交+2.3,后一路上行成交+2.4,+3,+3.1后午盘回落成交+2.8,+2.65,+2.4
sn 成交+2.7,+2.75
1w 成交+17
短期方面:
1s 成交+60,+63
2s 成交+120,+122
中长期方面:
3s 成交区间稳定于[+170~+176]
6s 早盘成交+262,+265附近,下午高开成交+277,+275后持续回落成交于,+273,+272,+265
9s 流动性较弱,全天配合spread成交+358,+355,+353
1y 首笔成交+430后反复成交+445,全天最高成交+450后稍稍下行成交,+443,+442,午盘回来后价格持续走低成交+442,+438,+437,+436,+433收盘成交+425
1s*2s 成交+57,+60,+61
1s*3s 成交+113
3s*6s 成交+95
6s*9s 成交+80,+81
6s*1y 成交+166
USD/CNY SWAP
tn +2.3 / +2.8 [+2.2~+3]
sn +2.65 / +2.75 [+2.7~+2.75]
1w +16.5 / +17.5 [+17]
2w +30 / +35
1s +59 / +63 [+60~+63]
2s +120 / +123 [+120~+122]
3s +174 / +176 [+170~+176]
6s +265 / +272 [+262~+277]
9s +345 / +360 [+353~+358]
1y +420 / +433 [+425~+450]
1s*2s +57 / +64 [+57~+61]
1s*3s +110 / +117 [+113]
3s*6s +89 / +98 [+95]
6s*9s +76 / +95 [+80~+81]
6s*1y +150 / +165 [+166]
11-November-2019 Closing