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2014年10月境外人民币离岸市场综述
作者单位:中国人民银行上海总部金融市场管理部
摘    要:2014年10月,境外人民币市场总体保持平稳发展势头。境外人民币资金池继续扩大;HIBOR人民币隔夜拆借利率大幅上升,隔夜和7天期境内外利差持续出现倒挂;境外人民币债券发行132.8亿元,较上月有所下降;香港美元兑人民币可交割即期汇价回落走低,境内外美元兑人民币远期汇价震荡下行,香港与境内可交割人民币远期汇价之差大幅下降;香港交易所人民币期货交投活跃度小幅下降,CME人民币期货日均交易额大幅回落。

关 键 词:境外人民币  市场综述  香港交易所  人民币期货  隔夜拆借利率  人民币市场  平稳发展  债券发行

Offshore RMB market developments in October 2014
Abstract:In October 2014, the offshore RMB market performed stably. The offshore RMB liquidity pool kept enlarging CNH Hibor overnight went up remarkably, and the overnight and 1W onshoreoffshore interest rate spreads remained reversed; the offshore RMB bonds issued 13.28 billion yuan, less than that in September; the deliverable spot USD/CNH exchange rate in Hong Kong went down, the onshore and offshore USD/CNH forward rates went down with fluctuations, and the spread between Hong Kong and onshore deliverable forward rates dropped sharply; the trading of RMB futures in HKEx
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