10CPI 7257.20 20111290 Z0017101 1..........................................................................................1 1.1..............................................................................11.2........................................................11.3..........................................................................21.3.1.............................................................................................21.3.2.............................................................................................31.3.3.............................................................................................3 2.................................................................................................4 2.1-..................................................................42.2.......................................................................42.2.1.....................................................................................42.2.2.....................................................................................52.2.3..................................................................................62.2.4..................................................................................62.3..................................................................................72.3.1...................................................................72.3.2...............................................................8 3..........................................................................................9 3.1...................................................................93.2............................................................................103.3...........................................................11...........................................................................................12..................................................................................................131415......................................................................................................15 1.1.1..................................................................................................11.2.1 2024722726.21.2.2.....................................................................22.2.1..........................................................42.2.2..............................................................42.2.3..........................................................52.2.4%..............................................................52.2.5.....................................................................62.2.6NDFUSDCNH.........................................................................72.2.7USDCNY25Delta%..........................72.3.1...............................................72.3.2.........................................................................72.3.3...............................................82.3.4.........................................................................83.3.12024.7.29-8.2..................................111.................................122%..................................................................133...................................................144Shibor%............................................................................145SOFR%.............................................................................146%.................................................................................157....................................................................................15 1. 1.1 2024 7 22726CFETSBISSDR726 16:30 1.2 725725 USDCNHUSDCNYBloomberg 1.3 1.3.1 7257.20 1.3.2 1.3.3 2. 2.1- 726 7.127045 Refinitiv Bloomberg 2.2 2.2.1 2.2.2 2024612217147051-67557183655 2.2.3 2.2.4 726NDF7.0440290USDCNY25Delta 2.3 2.3.1 72624097.2330233469157 Bloomberg 2.3.2 72624097.2316206483130 Bloomberg 3. 3.1 3.2 3.3 / 136310008400 8888 910www.nanhua.net603093