2019年5月银行间市场运行报告  

China’s Interbank Market Performance in May 2019

作　　者：无 

机构地区：[1]中国外汇交易中心暨全国银行间同业拆借中心研究部

出　　处：《中国货币市场》2019年第6期90-94,共5页China Money

摘　　要：2019年5月,货币市场利率整体平稳,隔夜利率相对波动频繁;国债收益率曲线平缓下行;利率互换曲线下行。外汇市场波动较大,人民币汇率单边快速贬值后逐渐趋稳;期权波动率持续上升;掉期曲线形态稳定,但倾斜幅度增加。5月,银行间市场总成交127.6 万亿元,同比增长23.7%。其中,货币市场成交84.7 万亿元,同比增长21.5%;债券市场成交18.9 万亿元,同比增长59.7%;外汇即期市场成交5.3 万亿元,同比增长29.8%;外币拆借市场成交折合6.7 万亿元,同比增长23%;利率衍生品市场成交1.6 万亿元,同比下降27.4%;外汇衍生品市场成交10.3 万亿元,同比增长4.8%。In May 2019, the money market interest rates kept generally stable, and the overnight interest rate was relatively volatile;the government bond yield curve went downward gently, and the IRS curve shifted downward too. The FX market was rather volatile, and the RMB exchange rate stabilized gradually following a unilateral rapid depreciation;the FX options volatility continued to rise;the shape of FX swaps curve remained stable yet becoming steeper.

关 键 词：银行间市场 运行报告 外汇衍生品市场 国债收益率曲线 货币市场利率 外币拆借市场 市场波动 人民币汇率 

分 类 号：F832.5[经济管理—金融学]