2019年12月境外人民币市场综述

2019年11月末,香港、台湾地区和韩国人民币存款余额合计9073.65亿元,环比增加0.18%。12月份,香港人民币隔夜拆息波动下行,月末报收1.929%,比上月下降77个基点;香港人民币即期汇率月末报收6.9591,比上月升704个基点,升值幅度为1%;境内外人民币即期汇率CNY与CNH月均汇差为92个基点,比上个月扩大32个基点;境内外可交割人民币远期汇差为150个基点,较上月末收窄45个基点;境外人民币债券发行规模为110.84亿元,比上月发行量减少74.5%。

Overview of Offshore RMB Markets in December 2019

At end-November 2019,the aggregate CNH deposits in Hong Kong,Taiwan and South Korea totaled 907.365 billion yuan,up 0.18%month-on-month.In December,CNH Hibor O/N fell with fluctuations and closed at 1.929%,down 77 bps from the previous month;the CNH HK spot rate closed at 6.9591,up 704 bps or 1%from end-November;the monthly average spread between the CNY and CNH spot rates was 92 bps,up 32 bps over last month;the spread between the CNY and CNH deliverable forward rates stood at 150 bps,down 45 bps from end-November;the CNH bond issuance totaled 11.084 billion yuan,down 74.5%from the previous month.