外汇产品市场日评

USD/CNY FIX 6.9762 (LAST6.9805)
中国央行今日未开展逆回购操作，因今日无逆回购到期，当日实现零投放和零回笼。
今早开盘后1s率先成交+81，随后稳定在80~81的区间内，下午下行至+78。On全天呈现下行趋势，下午成交小量+3。tn市场成交+2.8后一路上行至+3.7，尔后回落至+3，在+3~+3.3的区间内交替成交。Sn成交+8。2s全天稳定成交在+119~+121的区间内。3s整体呈下行趋势，由+170逐步gvn至+163。6s成交+267后下行至+262，临近收盘时回升至+265。1y首笔成交+467，后gvn+465，下午成交在+456~+458。

USD/CNY SWAP Closing 31-Dec-2019
ON  +1 +3(dealt at +3)
TN +3.05    +3.1(dealt at +3~+3.2)
SN +7.5 +8.2(dealt at +8)
1W  +15.6    +16
2W  +20 +40
3W  +69 +75
1M  +77.5    +78(dealt at +78~+81)
2M  +117    +119(dealt at +119)
3M  +160    +163
6M  +262    +265(dealt at +267)
9M  +363    +370
1Y +457    +460(dealt at +457~+467)