人民币汇率贬值压力获得快速释放

1 2022516 请务必阅读正文之后的免责条款部分 NFR zhouji@nawaa.com Z0017101 mayan@nawaa.com Z0012651 daichaosheng@nawaa.com Z0014822 wangying@nawaa.com Z0016367 4 1NDF-CNHUSDCNY25Delta 6.725-6.885 用户604523815于2022-05-16日下载，仅供本人内部使用，不可传播与转载 人民币汇率周报 2 1 ................................................................................... 3 1.1. ....................................................................................... 3 1.2. ................................................................................... 4 1.3. 风险提示...................................................................................................... 5 2 ........................................................................................... 5 2.1. - .......................................................................... 5 2.2. ........................................................................................... 6 2.3. .................................................................................................. 7 ........................................................................................... 7 ......................................................................................... 10 ..........................................................................................11 3 ................................................................................. 12 3.1. .......................................................................... 12 3.2. ................................................................... 14 ....................................................................................................... 16 ................................................................................................ 16 ....................................................................................................... 17 .................................................................................................................. 18 .............................................................................................................. 19 ........................................................................................................... 19 免责申明 ...................................................................................................................... 20 用户604523815于2022-05-16日下载，仅供本人内部使用，不可传播与转载 3 人民币汇率周报 请务必阅读正文之后的免责条款部分 1 1.1. 59513CFETSBISSDR51316:30 1.1.1 56 6.6332 6.7898 6.6899 6.7898 2.361% USDCNY 6.6854 6.7895 6.7234 6.7822 1.448% USDCNH 6.7158 6.8235 6.7438 6.7972 1.212% 130.55 131.09 128.68 128.81 -1.333% 1.0550 1.0559 1.0409 1.0409 -1.336% 1.2340 1.2342 1.2198 1.2224 -0.940% 103.5740 104.5520 103.6090 104.5520 0.944% CFETS 102.39 100.80 -1.553% (BIS) 107.37 105.62 -1.630% (SDR) 100.79 98.97 -1.806% Bloomberg 4CPI 用户604523815于2022-05-16日下载，仅供本人内部使用，不可传播与转载 人民币汇率周报 4 1.1.159513 Bloomberg 1.1.2 Bloomberg 1.2. 202220225136.41%6.94%20121NDFCNH2.2.1202232.2.2USDCNY25Delta51551694.0096.0098.00100.00102.00104.00106.006.306.406.506.606.706.802022/1/122022/2/122022/3/122022/4/122022/5/12用户604523815于2022-05-16日下载，仅供本人内部使用，不可传播与转载 5 人民币汇率周报 请务必阅读正文之后的免责条款部分 6.725-6.885 1.2.1 iFinD 1.3. 风险提示 2 2.1. - 513USDCNY6.7898157bp -8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%20122013201420152016201720182019202020212022用户604523815于2022-05-16日下载，仅供本人内部使用，不可传播与转载 人民币汇率周报 6 2.1.1 1 2 157 156 136 -135 155 195 638 -678 Refinitiv Bloomberg 2.1.1 Refinitiv Bloomberg 2.2. 514NDF6.8320627bpUSDCNY25Delta1D1W 1Refinitiv 2Refinitiv (0.150)(0.100)(0.050)0.0000.0500.1000.1502022/1/42022/2/42022/3/42022/4/42022/5/4用户604523815于2022-05-16日下载，仅供本人内部使用，不可传播与转载 7 人民币汇率周报 请务必阅读正文之后的免责条款部分 2.2.1NDF 2.2.2USDCNY25Delta% Bloomberg Bloomberg 2.3. /22063/2206513 2.3.1CUS 2.3.2CUS Bloomberg Bloomberg 3 220620226 0.000.050.100.150.206.296.396.496.596.696.792022/3/12022/4/12022/5/1NDF1Y-CNHNDF1Y0.000.100.200.300.400.500.000.200.400.600.801.001.201M3M6M9M1Y1D01002003004005000500100015002000220522070100200300400500600020004000600080001000012000140001600022052207用户604523815于2022-05-16日下载，仅供本人内部使用，不可传播与转载 人民币汇率周报 8 2.3.3CUS 2.3.4CUS Bloomberg Bloomberg 2.3.5UC 2.3.6UC Bloomberg Bloomberg 1250325052507250925011250132501525022062209221201002003004005006007000500010000150002000025000220622092212020040060080010001200140016001800200001000200030004000