PBC Makes Notice on Exchange Rate Quotations
OREANDA-NEWS. July 23, 2014. In order to further improve the RMB exchange rate regime, this Notice is released on the following matters concerning the trading prices in the interbank foreign exchange market and exchange rate quotations offered by banks:
1. The People’s Bank of China (PBC) has authorized the China Foreign Exchange Trade System (CFETS) to release the central parity rates of RMB against US dollar, euro, Japanese yen, Hong Kong dollar, pound sterling, Malaysian ringgit, Russian ruble, Australian dollar, Canadian dollar and New Zealand dollar at 9:15am on each business day, which will serve as the central parity for the spot trading prices of RMB (for both quote-based transactions and electronic matching transaction) on the interbank foreign exchange market. The central parity rate of RMB against the above mentioned currencies released on a business day by the China Foreign Exchange Trade System as authorized by the PBC shall serve as the central parity from the time of its release until the next release of the central parity rate.
2. The central parity rate of RMB against US dollar is formed as a result of the following procedure: before the opening of the interbank foreign exchange market, the CFETS make inquiries with the market makers for their offered prices, and calculate a weighted average based on the reported prices after removing the highest and lowest prices, with the weight of each market maker to be decided by the CFETS based on the market maker’s trading volume on the interbank foreign exchange market and the prices reported to the CFETS. The weighted average thus derived will be the central parity rate of RMB against the US dollar on that business day.
3. On each business day, the central parity rate of RMB against euro, Hong Kong dollar and Canadian dollar will be calculated by the CFETS based on the central parity rate of RMB against US dollar and US dollar’s prevailing exchange rates against euro, Hong Kong dollar and Canadian dollar at 9:00am of that day on the international foreign exchange market. The central parity rate of RMB against Japanese yen, pound sterling, Australian dollar, New Zealand dollar, Malaysian Ringgit, and Russian ruble will be calculated by the CFETS as the average of the prices offered by market makers for the direct trading between RMB and these currencies before the opening of the interbank foreign exchange market on that business day.
4. On each business day, the spot trading price of RMB against US dollar on the interbank foreign exchange market may move within a range of 2 percent above and below the RMB’s central parity rate against US dollar released by the CFETS on that day. The trading price of RMB against euro, Japanese yen, pound sterling, Australian dollar, Canadian dollar and New Zealand dollar may move within a range of 3 percent above and below the RMB’s central parity rate against these currencies released by the CFETS on that day. The trading price of RMB against Malaysian ringgit and Russian ruble may move within a range of 5 percent above and below the RMB’s central parity rate against these currencies released by the CFETS on that day. The floating range of the trading price of RMB against other non-US dollar currencies shall be defined in another document.
5. A bank may offer RMB exchange rate quotations in various currencies to its clients based on market demand and the bank’s pricing capacity. No limit is set on the cash and non-cash buying and selling rates, which are to be decided independently based on market demand and supply. A bank shall establish and improve internal management procedures for the RMB exchange rate quotations to ward off risks and avoid unfair competition.
6. The Notice shall be implemented on the day of its release. Notice of the People’s Bank of China on Trading Prices in Interbank Foreign Exchange Market and Exchange Rate Quotations of Designated Foreign Exchange Banks ?2005?No.183, Notice of the People’s Bank of China on Further Improving Trading Prices in Interbank Foreign Exchange Market and Exchange Rate Quotations of Designated Foreign Exchange Banks ?2005?No.250, and Notice of the People’s Bank of China on Management of Trading Prices in Interbank Foreign Exchange Market and Exchange Rate Quotations of Designated Foreign Exchange Banks ?2010?No.325 are repealed. Matters concerning the management of trading prices in the interbank foreign exchange market and banks’ exchange rate quotations covered in other documents of the PBC and SAFE shall be based on this Notice.
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