非农就业数据推高美元强势

2 5 I2024 10CPI 20111290 7.145- 7.245 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..................................................................................6 2.2.4..................................................................................7 2.3..................................................................................8 2.3.1...................................................................8 2.3.2...............................................................8 3........................................................................................10 3.1.................................................................10 3.2...................................................................................13 3.3..........................................................14 ...........................................................................................16 ..................................................................................................17 ……………………………………………………………………………….18 .........................................................................................................19 ......................................................................................................19 1.1.1 ..................................................................................................1 1.1.12024122126.2 1.1.2 .....................................................................2 2.1.1 ...............................................................................................4 2.2.1 ..........................................................4 2.2.2 ..............................................................4 2.2.3 ..........................................................5 2.2.4 ................................................................................5 2.2.5 % ..............................................................6 2.2.6 .....................................................................7 2.2.7 NDF USDCNH .........................................................................7 2.2.8 USDCNY 25Delta %..........................7 2.3.1 ...............................................8 2.3.2 .........................................................................8 2.3.3 ...............................................9 2.3.4 .........................................................................9 3.3.1 2024.1.29-2.2 ..................................14 1 .................................16 2 % ..................................................................17 3 ...................................................18 4 Shibor % ............................................................................18 5 SOFR % .............................................................................18 6%.................................................................................19 7....................................................................................19 22.2%5 4% 3 80.3% 104 7.20 48.4% 68.5% 20231213 7.30 1. ( BIS 7.1074 7.1097 7.1006 7.1006 -0.096% USDCNY7.1808 7.1832 7.1773 7.1793 -0.021% USDCNH7.1836 7.1923 7.1859 7.1888 0.072% 147.9437 148.5497 146.1524 148.5497 0.410% 1.0866 1.0865 1.0785 1.0785 -0.741% 1.2718 1.2731 1.2625 1.2625 -0.731% 103.4622 103.9638 103.0629 103.9638 0.485% CFETS98.89 —— —— 98.83 -0.061% 104.02 —— —— 103.88 0.135% 93.98 —— —— 93.86 -0.128% 1.1 2024129 22 22 16:30 CFETSBISSDR 1.1.1 ) ( SDR iFinD ) 2024129 22 16:30 1.1.12024129 22 USDCNHUSDCNY Bloomberg 1.1.2 7.40 7.35 7.30 7.25 7.20 7.15 7.10 109.00 107.00 105.00 103.00 101.00 7.05 2023-10-062023-11-062023-12-062024-01-06 99.00 : iFinD 1.2 1.2.1 7.145-7.245 1.2.2 1.2.3 2. - 2.1 22 68 7.1006 2.1.1 1 2 -683701222-3991 RefinitivBloomberg 2.2.1 2.2.2 -933447-555-2985 0.100 0.050 0.000 (0.050) (0.100) (0.150) (0.200) 2023/11/62023/12/62024/1/6 0.16000 0.14000 0.12000 0.10000 0.08000 0.06000 0.04000 0.02000 0.00000 (0.02000) 7.38 7.33 7.28 7.2