人民币汇率周报2024年9月9日：离7的距离还远吗？

9 9 I2024 7 8 9 CPI 25 50 25 11 20111290 8 Z0017101 1.............................................................1 1.1........................................................1 1.2..........................................................................2 1.2.1..............................................................................................2 1.2.2..............................................................................................3 1.3.............................................................................................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 ...........................................................................................15 ..................................................................................................16 17 18 ......................................................................................................18 1.1.1 ..................................................................................................1 1.1.120249296.....2 1.1.2 .....................................................................2 2.1.1 ...............................................................................................4 2.1.1 ..........................................................4 2.1.2 ..............................................................4 2.2.1 ..........................................................5 2.2.2 .........................................................................6 2.2.3 .....................................................................7 2.2.4 NDF USDCNH .........................................................................7 2.2.5 USDCNY 25Delta %..........................7 2.3.1 ...............................................8 2.3.2 .........................................................................8 2.3.3 ...............................................9 2.3.4 .........................................................................9 3.3.1 2024.9.9-9.13 ..................................14 1 .................................15 2 % ..................................................................16 3 ...................................................17 4 Shibor % ............................................................................17 5 SOFR % .............................................................................17 6 %.................................................................................18 7....................................................................................18 1. 20249296 9616:30 CFETS BISSDR 1.1.1 7.1124 7.1148 7.0925 7.0925 -0.280% USDCNY7.0881 7.1171 7.0882 7.0882 0.001% USDCNH7.0900 7.1258 7.0912 7.0912 0.017% 145.9545 146.9433 142.2225 142.2225 -2.557% 1.1061 1.1095 1.1043 1.1087 0.238% 1.3134 1.3164 1.3104 1.3133 -0.003% 101.7271 101.7445 101.0672 101.1889 -0.529% CFETS97.95 —— —— 97.92 -0.031% 103.67 —— —— 103.74 0.068% 92.86 —— —— 92.95 0.097% ( BIS ) ( SDR iFinD ) 1.1 PMI JOLTS ADP 1.1.1202492 96 USDCNHUSDCNY Bloomberg 1.1.2 7.30108.00 107.00 7.25 106.00 7.20105.00 104.00 7.15 103.00 7.10102.00 101.00 7.05 100.00 7.00 2024-05-102024-06-102024-07-102024-08-10 99.00 : iFinD 1.2 1.2.1. 8 9 50 25 50 100 8 7 8 9 25 8 50 CPI 25 11 1.2.2. 1.3 2. - 2.1. 967.0925199 2.1.1 1 2 -199-107660-752 RefinitivBloomberg 2.1.1 2.1.2 -234-34-96-104 0.100 0.050 0.000 (0.050) (0.100) (0.150) (0.200) (0.250) 0.15000 0.13000 0.11000 0.09000 0.07000 0.05000 0.03000 0.01000 (0.01000) 7.33 7.28 7.23 7.18 7.13 7.08 7.03 0.00 (0.02) (0.04) (0.06) (0.08) (0.10) (0.12) (0.14) (0.16) (0.18) 5 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Refinitiv调整后数据计算 2.2.1 7.9500 7.7500 7.5500 7.3500 7.1500 6.9500 6.7500 6.5500 6.3500 6.1500 5 5 iFinD 2