市场日评 | 利率掉期(03/30)
发布于 2021-03-31 03:40
今日市场概况
1x2y repo spd
traded 11bps (2.57% vs 2.68%)
1x5y repo spd
traded 37.75bps (2.57% vs 2.9475%)
5y shibor/repo basis
traded 55bps (2.97% vs 3.52%)
1x5y repo spd
traded 38.5bps (2.5875% vs 2.9725%)
Ois方面，未成交。
CAP_LPR1Y_1Y strike 3.85% 成交4bps；CAP_LPR5Y_1Y strike 4.65% 成交4bps。
当日新闻
隔夜市场新闻
央行公开市场操作
2021/03/30
K线图
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