收盘日评：银行间外汇期权市场

今天人民币兑美元中间价报7.1840，较上一交易日调升15个基点。4.25/4.275/4.3，9m成交4.375/4.4，1y成交4.5/4.525。RR方面（25d），2m成交-0.1，6m成交0.45，1y成交0.725。BF方面（25d），6m成交0.2625，9m成交0.27，1y成交0.275。CFETS-NEX FX OPTION RECAP06/10/20257.184015ATMTradedChanges1w3.0/6.03.425/3.452w3.0/6.03.475/3.51s3.0/6.03.625/3.65/3.6752s3.0/6.03.853s3.0/6.03.95/3.975/3.985/4.06s3.0/6.04.25/4.275/4.39s4.0/6.04.375/4.41y4.0/6.04.5/4.5252y4.0/6.03y3.0/6.525d RRTradedchanges1s-0.5/0.12s-0.4/0.2-0.13s0.0/0.36s0.4/1.00.459s0.5/1.01y0.6/1.00.72525d FLYTradedchanges1w0.10/0.30.1251s0.10/0.32s0.20/0.33s0.20/0.36s0.20/0.40.26259s0.20/0.40.271y0.20/0.40.275Thanks & Best Regards姓名Bill唐铠翊外汇期权FX option任何责任。