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【市场速递】9月14日人民币汇率指数

作者:SILVIA 时间:2018-09-18 00:55:02 標籤: 分類:

1、CFETS人民币汇率指数参考CFETS货币篮子,具体包括中国外汇交易中心挂牌的各人民币对外汇交易币种,样本货币权重采用考虑转口贸易因素的贸易权重法计算而得。样本货币取价是当日人民币外汇汇率中间价和交易参考价。

2、参考BIS货币篮子计算的人民币汇率指数主要参考BIS货币篮子,样本货币权重采用BIS货币篮子权重。对于中国外汇交易中心挂牌交易人民币外汇币种,样本货币取价是当日人民币外汇汇率中间价和交易参考价,其它样本货币取价是根据当日人民币对美元汇率中间价和该币种对美元汇率套算形成。

3、参考SDR货币篮子计算的人民币汇率指数主要参考SDR货币篮子,样本货币权重由各样本货币在SDR货币篮子的相对权重计算而得。样本货币取价是当日人民币外汇汇率中间价。

4、“涨跌”是周涨跌。

Note

1. CFETS RMB Index mainly refers to CFETS currency basket, including CNY versus FX currency pair listed on CFETS. The sample currency weight is calculated by international trade weight with adjustments of re-export trade factors. The sample currency value refers to the daily CNY Central Parity Rate and CNY reference rate.

2. RMB Index based on BIS Currency Basket mainly refers to BIS currency basket. The sample currency weight is directly BIS sample currency weight. As to CNY versus FX currency pair listed on CFETS, the sample currency value refers to the daily CNY Central Parity Rate and CNY reference rate. For those currencies not listed on CFETS yet, the sample currency value is calculated as the cross currency FX rate based on cross currency method with the daily USD/CNY Central Parity Rate and FX spot rate of this currency against USD.


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