
6CPI104.27.26 7.215-7.285 20111290 Z0017101 1..........................................................................................11.1....................................................................................11.2..............................................................11.3.................................................................................41.3.1...................................................................................................41.3.2...................................................................................................51.3.3...................................................................................................5 2.................................................................................................6 2.1-........................................................................62.2.............................................................................62.2.1............................................................................................62.2.2............................................................................................72.2.3........................................................................................82.2.4........................................................................................92.3......................................................................................102.3.1.......................................................................102.3.2....................................................................10 3........................................................................................12 3.1.......................................................................123.2..................................................................................143.3................................................................15 1.1.1..................................................................................................11.2.1 2024617621.21.2.2.....................................................................21.2.36CPI/......................................................................................................................32.1.1...............................................................................................62.2.1..........................................................62.2.2..............................................................62.2.3..........................................................72.2.4................................................................................72.2.5%..............................................................82.2.6.....................................................................92.2.7NDFUSDCNH.........................................................................92.2.8USDCNY25Delta%..........................92.3.1.............................................102.3.2.......................................................................102.3.3.............................................112.3.4.......................................................................113.3.12024.7.15-7.19................................151.................................172%..................................................................183...................................................19 4Shibor%............................................................................195SOFR%.............................................................................196%.................................................................................207....................................................................................20 1. 1.1 202478712CFETSBISSDR712 16:30 1.2 6CPI104.27.266CPI2024920242-3 USDCNHUSDCNYBloomberg 1.3 1.3.1 2%++624%Sentix2024620252%467 7.215-7.285 1.3.2 1.3.3 2. 2.1- 7127.131526 Refinitiv Bloomberg 2.2 2.2.1 2.2.2 51250513638523%76% 2.2.3 2.2.4 712NDF7.0680160USDCNY25Delta 2.3 2.3.1 71224097.23987734159 Bloomberg 2.3.2 71224097.24217731859 3. 3.1 3.2 3.3 / 136310008400 8888 910www.nanhua.net603093