2020年5月银行间市场运行报告  

China’s Interbank Market Performance in May 2020

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》2020年第6期81-86,共6页China Money

摘　　要：5月,货币市场利率呈V型走势,波幅继续扩大;国债收益率曲线明显上行;利率互换曲线整体上移。人民币兑美元汇率有所贬值;外汇掉期点上升,期权波动率上升;外汇市场交易量同比下降;境外美元流动性紧张继续缓解,境内美元同业拆放利率同步下降。In May,the money market interest rate presented a V-shaped movement,and the volatility continued to expand;the treasury yield curve moved up significantly;the IRS curve shifted upward as a whole.The USD/RMB exchange rate depreciated slightly;FX swap points picked up,and the volatility of options increased;the trading volume of the FX market declined year-on-year;the overseas dollar liquidity squeeze continued to ease,and the interbank USD lending rate declined simultaneously.

关 键 词：国债收益率曲线 银行间市场 利率互换 货币市场利率 运行报告 外汇掉期 同业拆放利率 期权 

分 类 号：F83[经济管理—金融学]