2020/10/14 USD/CNY Fixing 6.7473 (last fixing 6. 7296) up 177 pips.
中国央行今日不开展逆回购操作,因今日有500亿元逆回购到期,当日实现净回笼500亿元。美元/人民币报6.7473,上调(人民币贬值)177点.
超短期方面:
t/n 成交区间4.6~4.65, 收盘tkn4.85,
s/n 成交区间14.85~15, 收盘tkn14.85,
短期方面:
1w成交区间34.6~35.5, 收盘tkn34.6,
2w成交区间70,收盘tkn70,
3w成交区间109.5,收盘tkn109.5,
中长期方面:
1s成交区间,159~163, 收盘tkn159,
2s成交区间304~305.4, 收盘tkn304,
3s成交区间496~500,收盘gvn500,
4s 成交区间653, 收盘gvn653
5s 成交区间760, 收盘gvn760
6s成交区间888,收盘gvn888,
9s成交区间1251~1260,收盘tkn1251,
1y成交区间1630~1645,收盘gvn1645,
spread方面:
1w*1s 成交 +123
1s*2s 成交 +144~+145
1s*2s*3s 成交 -49
USD/CNY SWAP
tn +4.6 / +4.65 [+4.7~+5.25]
sn +14.2 /+14.3 [+14.85~+15]
1w +34.55 / +35 [+34.6~+35.5]
2w +69 / +71 [+70]
3w +106.5 /+110 [+109.5]
1s +157 / +158 [+159~+163]
2s +301.5 / +303 [+304~+305.4]
3s +495 / +497 [+496~+500]
4s +651/+656 [+653]
5s +755/+765 [+760]
6s +885 / +890 [+888]
9s +1247 / +1251 [+1251~+1260]
1y +1628 / +1631 [+1630~+1645]
sprd:
1w*1s +121.4 / +127.6 [+123]
1s*2s +144.4 / +146 [+144~+145]
1s*2s*3s /-45 [-49]
14 October 2020 Closing