2020/10/13 USD/CNY Fixing 6.7296 (last fixing 6.7126) up 170 pips.
中国央行今日不开展逆回购操作,因今日有1000亿元逆回购到期,当日实现净回笼1000亿元。美元/人民币报6.7296,上调(人民币贬值)170点.
超短期方面:
t/n 成交区间4.8~6.35, 收盘tkn6.35,
s/n 成交区间5.1~5.8, 收盘tkn5.8,
短期方面:
1w成交区间36~38, 收盘tkn37.5,
2w成交区间73,收盘tkn73,
3w成交区间110,收盘tkn110,
中长期方面:
1s成交区间,168~182, 收盘gvn168,
2s成交区间306, 收盘gvn306,
3s成交区间475~490,收盘tkn490,
6s成交区间892~900,收盘gvn890,
9s成交区间1260~1288,收盘tkn1260,
1y成交区间1635~1680,收盘gvn1680,
spread方面:
3s*6s 成交410
6s*9s*1s成交-4,
USD/CNY SWAP
tn +5.1 / +5.22 [+4.8~+6.35]
sn +5.1 / +5.24 [+5.1~+5.8]
1w +35.8 / +36.2 [+36~+38]
2w +72.5 / +73.3 [+73]
3w +106 / +114 [+110]
1s +166.88 / +167.5 [+168~+182]
2s +305 / +309 [+306]
3s +480 / +483 [+475~+490]
6s +890 / +895 [+892~+900]
9s +1260 / +1264 [+1260~+1288]
1y +1632 / +1638 [+1635~+1680]
sprd:
3s*6s +408 / +415 [+410]
6s*9s*1 -10 / +12 [-4]
13 October 2020 Closing