大中华投资网人民币指数试运行
几点说明1、人民币指数的构成，采用中国银行每日公告的“中行折算价”，每日0点中国银行报价与中行折算价相同。2、人民币指数的组成，根据与中国贸易量的大小，同时考虑地区的构成，包括欧元，美圆，日圆，港币，韩元，新加坡元，澳大利亚元，英镑，泰国铢，菲律宾比索，加拿大元11种货币，中行没有外汇牌价公布的不包含在内。3、选择起始日为2005年7月21日中国开始外汇改革作为基准日，基准日人民币指数为100，因中行自9月26日开始公布韩元汇率，因此在7月21日至9月26日之间，统一以9月26日韩元汇率计算。4、人民币指数，算法与美圆指数相同，即选用几何平均法，区别在于每年根据前一年目标贸易国与中国贸易量的变化，改变计算中的贸易权重数值，从每年的1月1日起，使用新权重计算一年指数数值，同时改变算法中的系数避免因贸易权重的调整产生指数的突变。5、因中国一年有3个长假，即春节，五一，十一，在长假期间，中行的报价不变，如果在长假前后外汇市场出现比较大波动情况，则在图中可以看到图中曲线在长假结束的第一个交易日有比较剧烈变动。欢迎大家多提宝贵意见。每日数据：日期人民币指数（几何平均+调整货币权重）日期 人民币指数（几何平均+调整货币权重）2007-3-12103.63079992007-3-11103.57948932007-3-10103.57948932007-3-9103.57948932007-3-8103.40511762007-3-7103.48951512007-3-6103.49928092007-3-5103.26084652007-3-4103.43646712007-3-3103.43646712007-3-2103.43646712007-3-1103.43122312007-2-28103.50062522007-2-27103.71629772007-2-26103.6974882007-2-25103.77688972007-2-24103.77688972007-2-23103.77688972007-2-22103.77688972007-2-21103.77688972007-2-20103.77688972007-2-19103.77688972007-2-18103.77688972007-2-17103.77688972007-2-16103.77688972007-2-15103.72298112007-2-14104.10394622007-2-13104.21542922007-2-12104.1265362007-2-11104.03479222007-2-10104.03479222007-2-9104.03479222007-2-8103.93195562007-2-7104.03645142007-2-6104.0090632007-2-5104.1075422007-2-4104.01080962007-2-3104.01080962007-2-2104.01080962007-2-1103.96472942007-1-31104.07351792007-1-30103.96744752007-1-29104.10333312007-1-28104.04718912007-1-27104.04718912007-1-26104.04718912007-1-25103.92766642007-1-24103.92385732007-1-23103.92900942007-1-22103.83715942007-1-21103.87444412007-1-20103.87444412007-1-19103.87444412007-1-18103.86050092007-1-17103.89491642007-1-16103.7006832007-1-15103.60468152007-1-14103.75166682007-1-13103.75166682007-1-12103.75166682007-1-11103.49840682007-1-10103.31472152007-1-9102.98634222007-1-8102.97982262007-1-7102.77490462007-1-6102.77490462007-1-5102.77490462007-1-4102.74375262007-1-3102.56901432007-1-2102.56901432007-1-1102.56901432006-12-31102.56901432006-12-30102.56901432006-12-29102.60579242006-12-28102.64374342006-12-27102.61902782006-12-26102.56244422006-12-25102.53716432006-12-24102.38757562006-12-23102.38757562006-12-22102.38757562006-12-21102.33492262006-12-20102.22560562006-12-19102.38555892006-12-18102.27367682006-12-17102.27716722006-12-16102.27716722006-12-15102.27716722006-12-14102.05243892006-12-13101.76693382006-12-12101.7605142006-12-11101.80984462006-12-10101.45099012006-12-9101.45099012006-12-8101.45099012006-12-7101.34566412006-12-6101.38599232006-12-5101.42055182006-12-4101.48317952006-12-3101.58315862006-12-2101.58315862006-12-1101.58315862006-11-30101.85205052006-11-29101.68497672006-11-28101.80737182006-11-27101.83148122006-11-26102.22458682006-11-25102.22458682006-11-24102.22458682006-11-23102.18090182006-11-22102.56053362006-11-21102.59654032006-11-20102.57202592006-11-19102.6759522006-11-18102.6759522006-11-17102.6759522006-11-16102.65696812006-11-15102.57763932006-11-14102.58054832006-11-13102.36706132006-11-12102.5370042006-11-11102.5370042006-11-10102.5370042006-11-9102.71378382006-11-8102.54287362006-11-7102.667822006-11-6102.66948442006-11-5102.46317762006-11-4102.46317762006-11-3102.46317762006-11-2102.53903762006-11-1102.42696822006-10-31102.68925152006-10-30102.62678072006-10-29102.82990472006-10-28102.81589942006-10-27102.81589942006-10-26103.0547282006-10-25103.19451552006-10-24103.25643612006-10-23103.0418012006-10-22102.96223732006-10-21102.96223732006-10-20102.96223732006-10-19103.13941772006-10-18103.07110242006-10-17103.11654222006-10-16103.33202332006-10-15103.15775882006-10-14103.15775882006-10-13103.15775882006-10-12103.3363662006-10-11103.33066592006-10-10103.12048942006-10-9103.0490272006-10-8102.59243042006-10-7102.57286092006-10-6102.57286092006-10-5102.56807582006-10-4102.57097492006-10-3102.52180142006-10-2102.52679592006-10-1102.52679592006-9-30102.52679592006-9-29102.58084672006-9-28102.53646852006-9-27102.42049652006-9-26102.06805512006-9-25102.04074222006-9-24102.18503592006-9-23102.18503592006-9-22102.18503592006-9-21102.17984232006-9-20102.36624332006-9-19102.32683772006-9-18102.36104392006-9-17102.12161012006-9-16102.12161012006-9-15102.12161012006-9-14102.10494552006-9-13102.14280712006-9-12102.0689622006-9-11101.92769382006-9-10101.71766092006-9-9101.71766092006-9-8101.71766092006-9-7101.62855942006-9-6101.59213672006-9-5101.50335762006-9-4101.58858992006-9-3101.71267962006-9-2101.71267962006-9-1101.71267962006-8-31101.67413872006-8-30101.52732192006-8-29101.62234012006-8-28101.74223082006-8-27101.57838252006-8-26101.57838252006-8-25101.57838252006-8-24101.5152122006-8-23101.43510052006-8-22101.31620662006-8-21101.27520222006-8-20101.38324572006-8-19101.38324572006-8-18101.38324572006-8-17101.19511822006-8-16101.33951282006-8-15101.44729412006-8-14101.32704622006-8-13101.25744522006-8-12101.25744522006-8-11101.25744522006-8-10101.1612922006-8-9101.39636822006-8-8101.19555982006-8-7101.00474432006-8-6101.29201372006-8-5101.29201372006-8-4101.29201372006-8-3101.37391442006-8-2101.13398672006-8-1101.27295162006-7-31101.26137872006-7-30101.5314712006-7-29101.5314712006-7-28101.5314712006-7-27101.50861732006-7-26101.9154062006-7-25101.79460932006-7-24101.66391422006-7-23101.72701962006-7-22101.72701962006-7-21101.72701962006-7-20101.7096532006-7-19102.05349042006-7-18101.93195222006-7-17101.54269732006-7-16101.38787272006-7-15101.38787272006-7-14101.38787272006-7-13101.27123242006-7-12100.95165962006-7-11100.89203192006-7-10100.76274932006-7-9101.07854172006-7-8101.07854172006-7-7101.07854172006-7-6101.29317572006-7-5100.97909892006-7-4100.86828532006-7-3100.98425552006-7-2101.43701242006-7-1101.43701242006-6-30101.43701242006-6-29101.96597162006-6-28101.81919282006-6-27101.69440522006-6-26101.89982172006-6-25101.7462822006-6-24101.7462822006-6-23101.7462822006-6-22101.30112962006-6-21101.39158232006-6-20101.69624262006-6-19101.59211112006-6-18101.28450462006-6-17101.28450462006-6-16101.28450462006-6-15101.50826682006-6-14101.62470712006-6-13101.3245492006-6-12101.02447482006-6-11100.96472712006-6-10100.96472712006-6-9100.96472712006-6-8100.55647392006-6-7100.33340172006-6-6100.03756852006-6-5100.12307782006-6-4100.15491272006-6-3100.15491272006-6-2100.15491272006-6-1100.21540562006-5-3199.992070662006-5-30100.19394042006-5-29100.14316822006-5-28100.00035582006-5-27100.00035582006-5-26100.00035582006-5-25100.27400982006-5-24100.29137812006-5-23100.05691562006-5-22100.23073332006-5-2199.780877032006-5-2099.780877032006-5-1999.780877032006-5-1899.970934992006-5-1799.579472592006-5-1699.858998912006-5-1599.532364852006-5-1499.510129032006-5-1399.510129032006-5-1299.510129032006-5-1199.915890332006-5-1099.84772852006-5-9100.02628572006-5-899.975309252006-5-7100.88341762006-5-6100.88341762006-5-5100.88341762006-5-4100.88341762006-5-3100.88341762006-5-2100.88341762006-5-1100.88341762006-4-30100.88341762006-4-29100.94490612006-4-28100.94490612006-4-27101.20818392006-4-26101.32231742006-4-25101.32961452006-4-24101.91668192006-4-23102.06312932006-4-22102.06312932006-4-21102.06312932006-4-20102.01938382006-4-19101.93152572006-4-18102.36312972006-4-17102.64597432006-4-16102.96800452006-4-15102.96800452006-4-14102.96800452006-4-13102.8151842006-4-12102.64213262006-4-11102.95940782006-4-10102.89715632006-4-9102.60406292006-4-8102.60406292006-4-7102.60406292006-4-6102.47837312006-4-5102.58597012006-4-4102.99521912006-4-3103.08824072006-4-2102.95502992006-4-1102.95502992006-3-31102.95502992006-3-30103.16526042006-3-29103.3113282006-3-28103.06825562006-3-27103.08051792006-3-26103.31121062006-3-25103.31121062006-3-24103.31121062006-3-23102.84158262006-3-22102.83743262006-3-21102.52929032006-3-20102.48312242006-3-19102.48362642006-3-18102.48362642006-3-17102.48362642006-3-16102.88918462006-3-15102.88113062006-3-14103.03383612006-3-13103.26145652006-3-12103.26738962006-3-11103.26738962006-3-10103.26738962006-3-9103.05661592006-3-8103.10933732006-3-7102.8759672006-3-6102.44951632006-3-5102.53599422006-3-4102.53599422006-3-3102.53599422006-3-2102.61683892006-3-1102.64281762006-2-28102.90939462006-2-27102.94726362006-2-26102.81504312006-2-25102.81504312006-2-24102.81504312006-2-23102.97204992006-2-22102.95124632006-2-21102.82639492006-2-20102.73763832006-2-19102.93732342006-2-18102.93732342006-2-17102.93732342006-2-16102.83466572006-2-15102.8048212006-2-14102.89424192006-2-13102.82912612006-2-12102.685512006-2-11102.685512006-2-10102.685512006-2-9102.64708622006-2-8102.7823722006-2-7102.77977592006-2-6101.75258432006-2-5101.74424892006-2-4101.73736812006-2-3101.73736812006-2-2101.73736812006-2-1101.73736812006-1-31101.73736812006-1-30101.73736812006-1-29101.73736812006-1-28101.73736812006-1-27101.71497192006-1-26101.34274382006-1-25101.3871732006-1-24101.56782852006-1-23101.92052732006-1-22102.10142882006-1-21102.10142882006-1-20102.10142882006-1-19102.03514852006-1-18102.11013762006-1-17101.67254632006-1-16101.84747612006-1-15101.89618652006-1-14101.89618652006-1-13101.89618652006-1-12101.56273362006-1-11101.87576232006-1-10101.57606952006-1-9102.10481392006-1-8102.2614662006-1-7102.2614662006-1-6102.2614662006-1-5102.37700962006-1-4103.06828232006-1-2103.24231442006-1-1103.24231442005-12-31103.24231442005-12-30103.39772112005-12-29103.23598222005-12-28103.12318752005-12-27103.12318752005-12-26103.09666622005-12-25103.38195222005-12-24103.38195222005-12-23103.38195222005-12-22103.19377742005-12-21102.95004332005-12-20102.8185322005-12-19102.78628172005-12-18103.96022392005-12-17103.96022392005-12-16103.96022392005-12-15103.96022392005-12-14103.96022392005-12-13103.96022392005-12-12104.05691492005-12-11104.2823282005-12-10104.2823282005-12-9104.2823282005-12-8104.3034612005-12-7104.19901012005-12-6104.42912152005-12-5104.35535372005-12-4104.12013152005-12-3104.12013152005-12-2104.12013152005-12-1104.01199382005-11-30103.94232532005-11-29104.25983552005-11-28104.09628472005-11-27103.93108432005-11-26103.93108432005-11-25103.93108432005-11-24103.78928862005-11-23103.89766472005-11-22104.09390722005-11-21104.18996452005-11-20104.14416992005-11-19104.14416992005-11-18104.14416992005-11-17104.22218242005-11-16104.11588562005-11-15103.99447322005-11-14103.89978692005-11-13103.93311582005-11-12103.93311582005-11-11103.93311582005-11-10103.82720832005-11-9103.98115192005-11-8103.74146412005-11-7103.55474562005-11-6103.07837752005-11-5103.07837752005-11-4103.07837752005-11-3103.09470322005-11-2103.09470322005-11-1102.8303272005-10-31102.51021642005-10-30102.54168842005-10-29102.54168842005-10-28102.54168842005-10-27102.57073182005-10-26102.93725422005-10-25103.07442692005-10-24102.93129232005-10-22103.04599382005-10-21103.04599382005-10-20103.21797732005-10-19102.97111182005-10-18102.51307372005-10-17102.65848212005-10-16102.65848212005-10-15102.8222442005-10-14102.8222442005-10-13102.8222442005-10-12102.75181312005-10-11102.59316542005-10-10102.20246822005-10-9102.3786222005-10-8102.28599272005-10-7102.20800252005-10-6102.15859842005-10-5102.15859842005-10-4102.15859842005-10-3102.15859842005-10-2102.15859842005-10-1102.15859842005-9-30102.15859842005-9-29102.15859842005-9-28102.21795042005-9-27102.25097612005-9-26102.0539142005-9-23101.73524382005-9-22101.6486562005-9-21101.34664632005-9-20101.75986122005-9-19101.58562692005-9-16101.59360352005-9-15101.31257142005-9-14101.05594222005-9-13101.12865032005-9-12101.05049922005-9-9100.57006892005-9-8100.86329452005-9-7100.81876912005-9-6100.64804172005-9-5100.47647232005-9-2100.51962642005-9-1100.62672322005-8-31101.06413272005-8-30101.4952962005-8-29101.36265982005-8-26101.08483592005-8-25100.98892262005-8-24101.08722652005-8-23101.08184732005-8-22100.98939882005-8-19101.32248572005-8-18101.35539662005-8-17101.00002752005-8-16100.77560642005-8-15100.70827422005-8-12100.50922882005-8-11100.50629532005-8-10100.84431482005-8-9101.09503942005-8-8101.19675542005-8-5101.28663682005-8-4100.98422732005-8-3101.09190632005-8-2101.42734552005-8-1101.66104032005-7-29101.87255882005-7-28101.75196672005-7-27101.86773882005-7-26102.00916112005-7-25101.68320342005-7-22101.68853332005-7-21101.2023858基准值100 2019年3月8,9,10日大中华人民币指值为125.63
本周大中华人民币指数值上涨0.20% 2018年4月3日大中华人民币指值为128.7587013
2016年10月27日大中华人民币指数值为124.1709012
截止2019年12月31日，当周大中华人民币指数值为120.45，下跌0.26%。2019年人民币兑美元中间价由686.32下跌至697.62，年同比下跌1.65%；2019年大中华人民币指数值由122.58下跌至120.45，同比下跌1.74%。自2005年7月21日汇改以来，人民币兑美元中间价由827.65上涨至697.62，上涨15.71%；大中华人民币指数在此期间上涨20.45%。因等待2019年全年贸易数据，大中华人民币指数暂停更新。
祝各位新年快乐！ 2018年6月11日大中华人民币指值为128.636368
2015年8月25日大中华人民币指数值132.1186563
楼主辛苦啦..多谢分享... 谢谢几位版主。希望这些指数有一天也能像DJIA或是美元指数一样，扬名世界。到时候是Midas指数？呵呵。
对了，版主能贴一下今年各种货币的权重吗？另外，我还有一个疑问：除了贸易数据之外，资本流入流出不考虑在内吗？
[ 本帖最后由 mumu 于 2007-3-13 21:08 编辑 ] 2007年，在一揽子货币中，欧元，美圆，日圆，港币，韩元，新加坡元，澳大利亚元，英镑，泰国铢，菲律宾比索，加拿大元依次的权重是22.29%,21.50%,16.97%,13.60%,10.99%,3.34%,2.70%,2.52%,2.27%,1.92%,1.90%
资本流动没有精确统计 这一揽子跟国家的那一揽子一样吗？ 人民币指数日日更新目前是试行阶段大家有什么意见欢迎跟贴提出. 2007.5.12 2007.5.14
[ 本帖最后由 玛瑞 于 2007-5-14 10:31 编辑 ] 原帖由 dwenlv 于 2007-3-30 19:47 发表
这一揽子跟国家的那一揽子一样吗？
你好。我们做的人民币指数是一揽子货币定价，用多个主要贸易国的货币，具体来说是11个，依照往来贸易比重，编制成一综合的货币指数。
不是抄袭人行的指数。是参考贸易的数据自制的人民币指数。目的是为了反映人民币在国际市场的实际的购买力的变化。谢谢。 2007.5.16
[ 本帖最后由 玛瑞 于 2007-5-16 10:58 编辑 ] 2007.05.17 2007.05.18
[ 本帖最后由 玛瑞 于 2007-5-18 08:55 编辑 ] 说明一下：
我们采集每天子时过后小于10秒的那一组各个货币折算价进行人民币指数数值计算和图的生成。。也是第二天早晨更新头一天的数值和指数图。谢谢 2007.5.21 2007.5.22 5.23 2007.5.24 2007.5.25 2007.5.26 2007.5.28