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据报有内银大量买入掉期合约 冀缓和人民币升势
阿思达克 03-17 15:40
《路透》引述消息人士报道,为应对结汇压力并缓和人民币升势,近期最少有一间内地大型国有大行在市场大量买入一年的美元/人民币掉期合约,估计目的是银行将部分购入的美元转至远期,以避开银行每月购入外汇的额度限制。由於近期出现的大举购买,一年期美元/人民币掉期推高至1,750点左右,较上周的低位高超过100点。

自去年下半年起,中国积累巨额贸易顺差,净结汇资金量明显增加。消息人士指,国有银行从外贸企业买入美元,并通过掉期市场将美元掉成人民币。去年9月底开始,人民币兑美元即期升值近5%,而中国外汇储备规模仅录得小幅增加。

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