1. CFETS RMB Index
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. The baseline date is 31 Dec 2014. The baseline index value is 100 points.
|
Currency Pair |
Weight |
|
USD/CNY |
0.2640 |
|
EUR/CNY |
0.2139 |
|
JPY/CNY |
0.1468 |
|
HKD/CNY |
0.0655 |
|
GBP/CNY |
0.0386 |
|
AUD/CNY |
0.0627 |
|
NZD/CNY |
0.0065 |
|
SGD/CNY |
0.0382 |
|
CHF/CNY |
0.0151 |
|
CAD/CNY |
0.0253 |
|
CNY/MYR |
0.0467 |
|
CNY/RUB |
0.0436 |
|
CNY/THB |
0.0333 |
2. RMB Index based on BIS Currency Basket
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. Otherwise, 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. The baseline date is 31 Dec 2014. The baseline index value is 100 points.
|
Currency Pair |
Weight |
|
USD/CNY |
0.1780 |
|
EUR/CNY |
0.1870 |
|
JPY/CNY |
0.1410 |
|
HKD/CNY |
0.0080 |
|
GBP/CNY |
0.0290 |
|
AUD/CNY |
0.0150 |
|
NZD/CNY |
0.0020 |
|
SGD/CNY |
0.0270 |
|
CHF/CNY |
0.0140 |
|
CAD/CNY |
0.0210 |
|
CNY/MYR |
0.0220 |
|
CNY/RUB |
0.0180 |
|
CNY/THB |
0.0210 |
|
CNY/AED |
0.0070 |
|
CNY/ARS |
0.0040 |
|
CNY/BGN |
0.0010 |
|
CNY/BRL |
0.0140 |
|
CNY/CLP |
0.0090 |
|
CNY/COP |
0.0030 |
|
CNY/CZK |
0.0070 |
|
CNY/DKK |
0.0040 |
|
CNY/DZD |
0.0010 |
|
CNY/HRK |
0.0010 |
|
CNY/HUF |
0.0040 |
|
CNY/IDR |
0.0130 |
|
CNY/ILS |
0.0040 |
|
CNY/INR |
0.0220 |
|
CNY/KRW |
0.0850 |
|
CNY/MXN |
0.0230 |
|
CNY/NOK |
0.0040 |
|
CNY/PEN |
0.0030 |
|
CNY/PHP |
0.0070 |
|
CNY/PLN |
0.0090 |
|
CNY/RON |
0.0020 |
|
CNY/SAR |
0.0100 |
|
CNY/SEK |
0.0080 |
|
CNY/TRY |
0.0080 |
|
CNY/TWD |
0.0560 |
|
CNY/VEF |
0.0020 |
|
CNY/ZAR |
0.0060 |
3. RMB Index based on SDR Currency Basket
RMB Index based on SDR Currency Basket mainly refers to SDR currency basket. The sample currency weight is calculated as the relative weights in SDR currency basket. The sample currency value refers to the daily CNY Central Parity Rate. The baseline date is 31 Dec 2014. The baseline index value is 100 points.
|
Currency Pair |
Weight |
|
USD/CNY |
0.4190 |
|
EUR/CNY |
0.3740 |
|
JPY/CNY |
0.0940 |
|
GBP/CNY |
0.1130 |