1.shibor越高表明市场资金越紧张,居民更愿意储蓄,不利于投资股票,股指和shibor会呈现一定的负相关性
2.shibor指国内银行间的拆解利率,可简单理解为当前国内的无风险利率。
3.在普通的拆借交易中,大银行基本上不会有违约的风险,而且同业拆借市场资金量大,流动性好,随时都能够有交易,不会出现有价无市的情况。所以(除开国债之外),同业拆借大概是最接近无风险的交易,而拆借的利率也就是最方便的模拟无风险利率的一个指标。有了这个指标,很多金融产品才能够定价,顺利的完成交易。
日期 | 月收益率 |
---|---|
0.0 | |
2006-10-08 | 2.5319 |
2006-10-09 | 2.5522 |
2006-10-10 | 2.5739 |
2006-10-11 | 2.5864 |
2006-10-12 | 2.59 |
2006-10-13 | 2.6045 |
2006-10-16 | 2.6105 |
2006-10-17 | 2.6132 |
2006-10-18 | 2.6159 |
2006-10-19 | 2.6163 |
2006-10-20 | 2.6167 |
2006-10-23 | 2.6166 |
2006-10-24 | 2.6165 |
2006-10-25 | 2.6163 |
2006-10-26 | 2.6164 |
2006-10-27 | 2.6168 |
2006-10-30 | 2.6167 |
2006-10-31 | 2.6167 |
2006-11-01 | 2.6169 |
2006-11-02 | 2.6169 |
2006-11-03 | 2.6175 |
2006-11-06 | 2.6383 |
2006-11-07 | 2.7035 |
2006-11-08 | 2.7755 |
2006-11-09 | 2.9507 |
2006-11-10 | 3.0836 |
2006-11-13 | 3.1794 |
2006-11-14 | 3.2335 |
2006-11-15 | 3.2342 |
2006-11-16 | 3.2601 |
2006-11-17 | 3.2583 |
2006-11-20 | 3.3086 |
2006-11-21 | 3.3874 |
2006-11-22 | 3.4155 |
2006-11-23 | 3.3651 |
2006-11-24 | 3.314 |
2006-11-27 | 3.2448 |
2006-11-28 | 3.1356 |
2006-11-29 | 3.1259 |
2006-11-30 | 3.0847 |
2006-12-01 | 3.016 |
2006-12-04 | 2.838 |
2006-12-05 | 2.754 |
2006-12-06 | 2.7291 |
2006-12-07 | 2.7141 |
2006-12-08 | 2.6656 |
2006-12-11 | 2.627 |
2006-12-12 | 2.59 |
2006-12-13 | 2.5809 |