2020/09/24
外汇日评:
USD/CNY Fixing 6.8028(last fixing 6.7986) up 42 pips.
中国央行今日开展1200亿元逆回购操作,因今日有1100亿元逆回购到期,当日实现净投放100亿元。
超短期方面:
on 成交在+3.35
tn 成交在+11.3,+11.5,+11.4,+11.2,+11.1和+11.6;
sn 成交在+4,+4.03,+4.1,+4.15;
短期方面:
1w 成交在+91和+101
2w 成交在+110,+113.5和+120;
中长期方面:
1s 成交在+190,+191.5和+192;
2s 成交在+337;
3s 成交在+440,+453,+454,和+455;
6s 成交在+839,+843和+855;
1y 首笔成交在+1500后上行成交在+1508,下午成交在+1520;
USD/CNY SWAP
on +1 / +5 [+3.35]
tn +11.1 / +11.5 [+11.1~+11.6]
sn +4.1 / +4.2 [+4~+4.15]
1w +102 / +104 [+91~+101]
2w +120 / +124 [+110~+120]
1s +190 / +193 [+190~+192]
2s +330 / +340 [+337]
3s +455 / +457 [+440~+455]
6s +858 / +865 [+839~+855]
9s +1188 / +1195
1y +1523 / +1528 [+1500~+1520]
sprd:
1w*2w +17 / +19 [+18~+19]
1s*2s +140 / +150 [+145]
24-September 2020 Closing