关注本周美、英、欧利率决议的落地情况

12 11 I2023 10CPI 20111290 1211 1215 7.12-7.22 Z0017101 1..........................................................................................1 1.1..............................................................................1 1.2..........................................................................2 1.2.1.............................................................................................2 1.2.2.............................................................................................3 1.2.3.............................................................................................3 2.................................................................................................4 2.1-..................................................................4 2.2.......................................................................4 2.2.1.....................................................................................4 2.2.2.....................................................................................5 2.2.3..................................................................................7 2.2.4..................................................................................8 2.3..................................................................................8 2.3.1...................................................................8 2.3.2...............................................................9 3........................................................................................10 3.1.................................................................10 3.2...................................................................................12 3.3..........................................................13 ...........................................................................................14 ..................................................................................................15 ……………………………………………………………………………….16 .........................................................................................................17 ......................................................................................................17 1.1.1 ..................................................................................................1 128 .2 1.1.12023124 1.1.2 .....................................................................2 2.1.1 ...............................................................................................4 2.2.1 ..........................................................4 2.2.2 ..............................................................4 2.2.3 ..........................................................5 2.2.4 ................................................................................6 2.2.5 %..............................................................7 2.2.6 .....................................................................7 2.2.7NDFUSDCNH8 2.2.8USDCNY25Delta%8 2.3.1 ...............................................9 2.3.2 .........................................................................9 2.3.3 ...............................................9 2.3.4 .........................................................................9 3.3.1 2023.12.11-12.15............................13 1.................................14 2%..................................................................15 3...................................................16 4Shibor%16 5SOFR %.............................................................................16 6%.................................................................................17 7....................................................................................17 1. ( BIS 7.1104 7.1176 7.1011 7.1123 0.027% USDCNY7.1400 7.1607 7.1362 7.1607 0.290% USDCNH7.1433 7.1705 7.1352 7.1630 0.276% 146.9765 147.2839 144.1361 144.8922 -1.418% 1.0880 1.0823 1.0745 1.0745 -1.236% 1.2683 1.2630 1.2537 1.2537 -1.151% 103.2067 104.1779 103.6354 103.9899 0.759% CFETS98.58 —— —— 98.81 0.233% 103.22 —— —— 103.36 0.136% 93.83 —— —— 93.97 0.149% 1.1 2023124 128 128 16:30 CFETSBISSDR 1.1.1 ) ( SDR iFinD ) 1.1.12023124 128 USDCNHUSDCNY Bloomberg 1.1.2 7.40110.00 7.35108.00 7.30106.00 7.25104.00 7.20102.00 7.15100.00 7.10 2023-08-112023-09-112023-10-112023-11-11 98.00 : iFinD 1.2 1.2.1 11 11 11 -5.1% 10 11 PMI 11 9 10 12 1211 1215 7.12- 7.22 1.2.2 1.2.3 2. - 2.1 128 19 7.1123 2.1.1 1 2 19174060-1781 RefinitivBloomberg 2.2.1 2.2.2 -471601-286-1362 0.100 0.050 0.000 (0.050) (0.100) (0.150) (0.200) 0.16000 0.14000 0.12000 0.10000 0.08000 0.06000 0.04000 0.02000 0.00000 (0.02000) 7.40 7.30 7.20 7.10 7.00 6.90 6.80 6.70 6.60 0.02 0.00 (0.02) (0.04) (0.06) (0.08) (0.10) (0.12) (0.14) (0.16) 5 USDCNY16:30 RefinitivBloombergRefinitivBloomberg 2.2 2.2.1 1“一篮子货币汇率贡献”根据Refinitiv调整后数据计算 2“逆周期因子贡献”根据Refi