2019年3月境外人民币市场综述

Offshore RMB Market Developments in March 2019

2019年2月末,香港、台湾地区和韩国人民币存款余额合计8976.31亿元,环比减少0.19%。3月份,香港人民币隔夜拆息小幅上扬,月末报收1.899%,环比上升31个基点;香港人民币即期汇率月末报收6.722,环比贬192个基点,境内外人民币即期汇率CNY和CNH当月平均汇差为63个基点,比2月份缩小29个基点;境内外可交割人民币远期汇差为205个基点,较2月末扩大112个基点;境外人民币债券发行规模为95.1亿元,环比下降62.2%;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-February 2019, the aggregate CNH deposits in Hong Kong, Taiwan and South Korea totaled 897.631 billion yuan, down 0.19% from the previous month. In March, the CNH Hibor O/N rose slightly and closed at 1.899%, up 31 bps month-on-month;the CNH HK spot rate closed at 6.722 at end-February, down 192 bps month-on-month;the spread between the CNY and CNH spot rates stood at 63 bps, down 29 bps from end-February;the spread between the CNY and CNH deliverable forward rates stood at 205 bps, up 112 bps from end-February;the CNH bond issuance totaled 9.51 billion yuan, down 62.2% month-on-month;the CNH FX futures traded actively in the HKEx, SGX and CME.