彭博:中国国有银行正在现货市场上出售人民币,并通过掉期交易来对冲,从而抑制了人民币近期的升势。过去几个月,这些银行一直在加大对美元现货的购买力度。
在岸人民币兑美元12个月掉期点目前处于2022年以来的最低负值,表明远期美元头寸的成本已经上升。过去几周,在岸人民币市场的掉期点也已超过离岸人民币市场,两者之间的差额达到2013年以来的最高水平,再次表明在岸市场对美元的需求旺盛。
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