
10CPI 12PCE 1129-227.14-7.24 20111290 Z0017101 1..........................................................................................1 1.1..............................................................................11.2..........................................................................21.2.1.............................................................................................21.2.2.............................................................................................31.2.3.............................................................................................3 2.................................................................................................4 2.1-..................................................................42.2.......................................................................42.2.1.....................................................................................42.2.2.....................................................................................52.2.3..................................................................................62.2.4..................................................................................72.3..................................................................................82.3.1...................................................................82.3.2...............................................................8 3........................................................................................10 3.1..................................................................113.2...................................................................................143.3..........................................................16...........................................................................................18..................................................................................................19……………………………………………………………………………….20.........................................................................................................21......................................................................................................21 1.1.1..................................................................................................11.1.12024122126.21.1.2.....................................................................22.1.1...............................................................................................42.2.1..........................................................42.2.2..............................................................42.2.3..........................................................52.2.4................................................................................52.2.5%..............................................................62.2.6.....................................................................72.2.7 NDFUSDCNH.........................................................................72.2.8 USDCNY25Delta%............................72.3.1...............................................82.3.2.........................................................................82.3.3...............................................92.3.4.........................................................................93.3.12024.1.29-2.2..................................161.................................182%..................................................................193...................................................204Shibor%............................................................................205SOFR%.............................................................................20 6%.................................................................................21 7....................................................................................21 1. 1.1 2024122126CFETSBISSDR126 16:30 1PMI502023GDP202312PCE USDCNHUSDCNYBloomberg 1.2 1.2.1 1223 129-2 27.14-7.24 1.2.2 1.2.3 2. 2.1- 1267.107493 Refinitiv Bloomberg 2.2 2.2.1 2.2.2 12-181159%66%1169%67% 2.2.3 2.2.4 126NDF7.0015110USDCNY25Delta 2.3 2.3.1 12624037.157521734761 2.3.2 12624037.159819632440 3. 3.1 10.2023120.7%0.4%0.2%0.3%0.3%0.4%0.5%0.3% 3.2 3.3 / 136310008400 8888 910www.nanhua.net603093