2020/9/28 USD/CNY Fixing 6.8252(last fixing 6.8121) up 131 pips.
中国央行今日开展400亿元逆回购操作,因今日1000亿元逆回购到期,当日实现净回笼600亿元。
超短期方面:
o/n成交区间2.8~3.5,
t/n 成交区间3.5~5.3, 收盘tkn4.5,
短期方面:
1w成交区间88~103, 收盘tkn102.5, 早盘从88位置开始tkn,
2w成交区间120~130,收盘tkn129.5,
3w市场登记成交160,
中长期方面:
1s成交区间198~208, 收盘tkn208,
2s成交区间338~345, 收盘tkn344,
3s成交区间465~475,收盘gvn474,
6s成交区间870~878, 收盘tkn877,
9s成交区间1220~1225,收盘tkn1225,
1y成交区间1550~1570,收盘gvn 1557,
超长期限方面:
18s市场登记成交2210 2197,
spread方面:
1w*2w 成交22~25,
1s*2s 成交140,
3s*6s成交400,
USD/CNY SWAP
on +2 / +7 [+3.1]
tn +4.2 / +5 [+3.5~+3.9]
1w +102 / +103 [+94~+101]
2w +126 / +130 [+121]
1s +206 / +210 [+199~+204]
2s +340 / +345 [+341~+344]
3s +473 / +478 [+465~+475]
6s +873 / +878 [+874]
9s +1216 / +1223 [+1225]
1y +1555 / +1568 [+1550~+1560]
sprd:
1w*2w +24 / +28 [+24]
1s*2s +130 / +139 [+140]
3s*6s +400 / +405 [+400]
28-September 2020 Closing