2008年7月银行间市场运行报告.pdfVIP

年 月银行间市场运行报告 2008 7 Performance of China’s interbank market in July 2008 中国外汇交易中心暨全国银行间同业拆借中心 研究部 RESEARCH DEPARTMENT，CHINA FOREIGN EXCHANGE TRADE SYSTEM NATIONAL INTERBANK FUNDING CENTER 摘 要 2008年7月，银行间外汇、货币、债券、利率和汇率衍生品市场整体运行平稳，货币市场利率有所回落、成交量有所下降，买断式回 购交易活跃；现券交易和利率互换成交大幅上升，外汇掉期交易小幅增长；美元中间价探底回稳，人民币升值速度显著减缓。 Abstract In July 2008, China’s interbank market had a smooth run for foreign-exchange, money, bond, interest-rate and exchange-rate derivatives. The money market recorded lower interest rates and trading volume while outright repurchase was actively traded. The cash bond and interest-rate swaps market witnessed soaring turnover; and FX swaps turnover expanded slightly. The central parity of the USD touched a bottom and stabilized; and RMB appreciation decelerated remarkably. n July 2008, money-market interest rates went 月，货币市场利率整体回落，3个月Shibor大幅 Isouth in general and 3-month Shibor fell sharply. 7下降；银行间债券综合指数探底后小幅反弹；人 The composite interbank bond index bottomed out. 民币兑美元汇率中间价探底回稳，7月人民币对美元 升值0.30 ；人民币外汇掉期报价贴水大幅收窄。 The central parity of the USD touched a bottom and % stabilized. The RMB appreciated by 0.30% in the 7月，银行间货币市场共成交5.8万亿元，同比 增长21.5 。其中，信用拆借成交1.3万亿元，质 month. The discount narrowed greatly for RMB/FX % swaps quotes. 押式回购成交4.3万亿元，买断式回购成交1762亿 China’s interbank money market sealed 元；银行间债券市场共成交3.5万亿元，同比增长 143.2 ；银行间外汇市场中，人民币外汇即期交易 transactions worth 5.8 trillion yuan in