中银国际-每日交易提示-101117.pdfVIP

2010 11 17 : 1 2.34% 11-16 3Y 10 11-18 1Y 180 11-19 3M 110 (1000) 280 50 11-18 91D 700 11-16 1Y 100 100 900 6bp 7 (%) (%) (bp) R001 1.66 1.60 5.8 R007 1.75 1.78 (2.9) R014 2.03 1.97 5.4 7 5bp 3M Shibor 2.8907 2.887 0.37 10 3.96% 1Y Shibor 2.9758 2.9725 0.33 : 5 2bp 3.88%10 R001 3152.2 2769.2 383.0 R007 548.9 488.6 60.2 4.33% R014 110.1 37.1 72.9 1 3 6bp (%) 3.47% 2894.5 (3.98) 12217.3 (4.61) 1 Repo 300 3169.5 (4.38) 2-3bp 1 3-6bp 125.97 0.05 Repo 3-5bp Depo 142.60 0.04 3-5bp 1 3M Shibor 6.6441 0.21 3 AA+ 3bp bp 4.3% 6 2.97% 3.2% 3 2.1% 0 1.0% (3) 0 5 10 15 20 ( bp 4.4%