3.21外汇市场日评

3.21外汇市场日评

2018-03-21 09:22:43热度:作者:来源:

   USD/CNYFIX 6.3340 (LAST6.3141)

                  3.21外汇市场日评

        央行尚未进行逆回购操作,今日无逆回购到期。中国央行本周共开展2400亿元逆回购操作,因本周无逆回购到期,本周实现净投放2400亿元。此外,今日有1895亿元MLF到期。今天掉期曲线全面下行,将昨日涨幅回吐殆尽。ON开盘2.8,最高在3,最低在2.6,收盘在2.8,相对稳定。TN开盘在2.6,最高3,尾盘收在2.97,SN全天稳定在2.96至3.05区间内,1W开盘21.5,最高22,最后收低在21,2W全天分别在60,59,58成交。1S开盘110,最低101,收在102.5, 2S开盘200,最低190,收盘在190.5,3S开盘295,然后下行,最后在280收盘,中长期限全天振荡下行,6s最高575,最低545,收盘在547,9S成交不多,主要在781成交寥寥数笔,最后收在780,1y开盘+1020反复成交,之后一路往下,突破1000之后最探底985,最后收在985/990。

  USD/CNY SWAP Closing 20-Mar-2018

  ON 2.6  2.92(dealt at +2.65~+2.9)

  TN 2.98 3(dealt at +2.95~+3.02)

  SN 2.96 3(dealt at +2.99~+3.05)

  1W 20.8 21.3(dealt at +21.3~+22)

  2W 58   60(dealt at +59~+60)

  1M 100 103(dealt at +101.5~+106.5)

  2M 188.5     192(dealt at +190~+197)

  3M 273.5     280(dealt at +282~+294)

  6M 540 548(dealt at +545~+563)

  9M 775 781(dealt at +781)

  1Y  985 996(dealt at +988~+1025)