2020/09/23
外汇日评:
USD/CNY Fixing 6.7986(last fixing 6.7872) up 114 pips.
中国央行今日开展2000亿元逆回购操作,因今日有1200亿元逆回购到期,当日实现净投放800亿元。
超短期方面:
tn 成交在+4,+3.97,+3.93,+3.9,+4.3和+4.4;
sn 成交在+11.95,+12,+12.3,+12.5和+12.7;
短期方面:
2w 成交在+95,+100和+105;
中长期方面:
1s 成交在+178;
2s 成交在+312和+313;
3s 成交在+442,+445,+447和+448;
6s 成交在+832,+835,和+838;
9s 下午成交在+1172;
1y 首笔成交在+1490后上行成交在+1495和+1500,午后成交+1500,+1501和+1502,最后成交在+1506;
USD/CNY SWAP
on +1.3 / +5
tn +3.95 / +4 [+3.9~+4.4]
sn +12.3 / +12.8 [+11.95~+12.7]
2w +104 / +110 [+95~+105]
3w +135 / +158
1s +182 / +189 [+178]
2s +313 / +315 [+312~+313]
3s +447 / +455 [+442~+448]
6s +835 / +839 [+832~+838]
9s +1172 / +1180 [+1172]
1y +1502 / +1510 [+1490~+1506]
sprd:
3s*6s +380 / +390 [+389]
6s*9s +333 / +345 [+337]
23-September 2020 Closing