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據報有內銀大量買入掉期合約 冀緩和人民幣升勢
阿思達克 03-17 15:40
《路透》引述消息人士報道,為應對結匯壓力並緩和人民幣升勢,近期最少有一間內地大型國有大行在市場大量買入一年的美元/人民幣掉期合約,估計目的是銀行將部分購入的美元轉至遠期,以避開銀行每月購入外匯的額度限制。由於近期出現的大舉購買,一年期美元/人民幣掉期推高至1,750點左右,較上周的低位高超過100點。

自去年下半年起,中國積累巨額貿易順差,淨結匯資金量明顯增加。消息人士指,國有銀行從外貿企業買入美元,並通過掉期市場將美元掉成人民幣。去年9月底開始,人民幣兌美元即期升值近5%,而中國外匯儲備規模僅錄得小幅增加。

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