2018年6月境外人民币市场综述

Offshore RMB Market Developments in June 2018

2018年5月末，香港、台湾地区和韩国人民币存款余额合计9192．19亿元，与上月末基本持平。6月份，香港人民币隔夜拆息延续波动，月末报收2．178％，比上月末下降389个基点；香港人民币即期汇率月末报收6．6339，二季度跌幅达5．97％，今年以来跌幅为1．86％；境内外人民币即期汇率CNY和CNH本月平均汇差为76个基点，比上个月缩小15个基点；境内外可交割人民币远期汇差为493个基点，较上月末扩大287个基点；境外人民币债券发行规模总计88．3亿元，与上月持平；香港交易所、新加坡交易所和芝加哥商品交易所的人民币外汇期货成交量比上月均有明显增长。

At end-May 2018, the aggregate CNH deposits in Hong Kong, Taiwan, and South Korea stood at 919.219 billion yuan, recording no changes from end-April. In June, the CNH Hibor O/N remained fluctuating and closed at 2.178%, down 389 bps from the end of the previous month; the CNH spot rate closed at 6.6339, down 5.97% from last quarter or 1.86% from the beginning of the year; the monthly average spread between the CNY and CNH spot rates was 76 bps, down 15 bps month-on-month; the spread between the CNY and CNH deliverable forward rates stood at 493 bps, up 287 bps month-on-month; the CNH bond issuance amounted to 8.983 billion yuan, basically levelled with last month; the trading volumes of CNH FX futures in the HKEx, ,.~GX and CME registered remarkable increases as compared with the previous month.