美元指数已显外强中干之态

I 20231113 20111290 Z0017101 2%CPI 111311207.2457.325 I 20231113 i 1. ......................................................................................... 1 1.1 .............................................................................. 1 1.2 .......................................................................... 2 1.2.1 ............................................................................................. 2 1.2.2 ............................................................................................. 4 1.2.3 ............................................................................................. 4 2. ................................................................................................ 5 2.1 - .................................................................. 5 2.2 ....................................................................... 5 2.2.1 ..................................................................................... 5 2.2.2 ..................................................................................... 6 2.2.3 .................................................................................. 7 2.2.4 .................................................................................. 8 2.3 .................................................................................. 9 2.3.1 ................................................................... 9 2.3.2 ............................................................. 10 3. ........................................................................................ 11 3.1 ..................................................................11 3.2 ................................................................................... 14 3.3 .......................................................... 17 ........................................................................................... 18 .................................................................................................. 19 ...........................................................................................20 . ........................................................................................................ 21 ...................................................................................................... 21 I 20231113 ii 1.1.1 .................................................................................................. 1 1.1.12023116-1110 .. 2 1.1.2 ..................................................................... 2 1.2.1PMI% ................................................ 3 1.2.2PMI% ....................................... 3 1.2.3/ ....................................... 3 2.1.1 ............................................................................................... 5 2.2.1 .......................................................... 5 2.2.2 .............................................................. 5 2.2.3 .......................................................... 6 2.2.4 ................................................................................ 7 2.2.5 ..................................................................... 8 2.2.6NDF .......................................................................................................... 9 2.2.7USDCNY25Delta% .......................... 9 2.3.1 ............................................... 9 2.3.2 ......................................................................... 9 2.3.3 ............................................. 10 2.3.4 ....................................................................... 10 3.3.12023.11.13-11.17 .............................................. 17 1 ................................. 18 2% .................................................................. 19 3 ................................................... 20 I 20231113 iii 4Shibor% ............................................................................ 20 5SOFR% ............................................................................. 20 6% ................................................................................. 21 7 .................................................................................... 21 I 20231113 1 1. 1.1 2023116-1110CFETSBISSDR111016:30 1.1.1 7.1796 7.1780 7.1771 7.1771 -0.035% USDCNY 7.3133 7.2906 7.2756 7.2906 -0.310% USDCNH 7.3220 7.3012 7.2747 7.3012 -0.284% 149.3527 151.5596 149.7790 151.5596 1.478% 1.0732 1.0746 1.0668 1.0668 -0.598% 1.2373 1.2390 1.2203 1.2203 -1.374% 105.0663 105.8972 105.2843 105.8000 0.698% CFETS 99.11 —— —— 98.86 -0.252% (BIS) 103.88 —— —— 103.63 -0.241% (SDR) 93.98 —— —— 93.90 -0.085% iFinD 10391.4%202310610 I 20231113 2 1.1.12023116-1110 USDCNHUSDCNY Bloomberg 1.1.2 iFinD 1.2 1.2.1 1.2.11.2.2PMI10ISMPMI4946.7PMI10