2020/9/29 USD/CNY Fixing 6.8171(last fixing 6.8252) down 81 pips.
中国央行今日开展1000亿元逆回购操作,因今日有2000亿元逆回购到期,当日实现净回笼1000亿元。
超短期方面:
o/n成交区间4~5.5,
t/n 成交区间96~122, 收盘gvn115,
sn 成交区间20~22.8, 收盘gvn21.6,
短期方面:
1w成交区间35~37, 收盘tkn36.95,
2w成交区间73~75,收盘tkn74.5,
3w市场登记成交120,
中长期方面:
1s成交区间,156~160, 收盘tkn158,
2s成交区间288~295, 收盘gvn292,
3s成交区间440~460,收盘tkn460,
4s成交区间575~588, 收盘tkn588,
5s成交区间700~720,收盘tkn720,
6s成交区间840~850,收盘gvn846,
9s成交区间1180~1190,收盘tkn1190,
1y成交区间1535~1556,收盘gvn1544,
spread方面:
2w*1s成交85,
4s*5s成交133,
USD/CNY SWAP
on +4 / +10 [+4.1~+5]
tn +110 / +120 [+98~+120]
sn +21 / +21.7 [+20~+21.6]
1w +36 / +39 [+35]
2w +71.5 / +74.5 [+73.5]
1s +157.5 / +158.5 [+156~+159]
2s +285 / +295 [+288~+290]
3s +455 / +465 [+440]
4s +575 / +587 [+582]
5s +708 / +725 [+715]
6s +842 / +850 [+845]
9s +1183 / +1204
1y +1540 / +1555 [+1540~+1548]
sprd:
2w*1s +84 / +87 [+85]
4s*5s +133 / +139 [+133]
29-September 2020 Closing