2019年2月境外人民币市场综述

Offshore RMB Market Developments in February 2019

2019年1月末,香港、台湾地区和韩国人民币存款余额合计8993.08亿元,环比减少2.58%。2月份,香港人民币隔夜拆息小幅上扬,月末报收1.586%,比1月末上升24个基点;香港人民币即期汇率月末报收6.703,环比微升56个基点,境内外人民币即期汇率CNY和CNH当月平均汇差为92个基点,比1月份扩大18个基点;境内外可交割人民币远期汇差为93个基点,较上月末缩小283个基点;境外人民币债券发行规模为251.27亿元,是上月发行规模的22倍;香港交易所、新加坡交易所和芝加哥商业交易所的人民币外汇期货成交活跃。

At end-January 2019, the aggregate CNH deposits in Hong Kong, Taiwan and South Korea totaled 899.308 billion yuan, down 2.58% from the previous month. In February, the CNH Hibor O/N rose slightly and closed at 1.586% at the end of the month, up 24 bps from end-January;the CNH HK spot rate closed at 6.703 at end-February, up 56 bps from the previous month. The monthly average spread between the CNY and CNH spot rates was 92 bps, up 18 bps from January;the spread between the CNY and CNH deliverable forward rates stood at 93 bps, down 283 bps from end- January;the CNH bond issuance totaled 25.127 billion yuan, 22 times the bond issuance of last month;the CNH FX futures traded actively in the HKEx, SGX and CME.