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内地首笔挂钩五年以上LPR五年期利率互换交易达成
阿思达克 08-22 09:58

中国外汇交易中心公布,挂钩LPR的利率互换交易上日进一步活跃,参与机构继续增多,互换期限向长端延伸;其中交通银行(03328.HK)(601328.SH)通过交易中心交易系统达成了首笔挂钩五年以上LPR的五年期IRS交易。

该中心称,将继续支持市场机构开展以LPR为基准的利率互换等产品交易,择机发布相应LPR利率互换曲线,便利市场参与者交易与估值。

交通银行与其客户企业开展挂钩一年期LPR利率基准的人民币利率互换代客交易;当日挂钩LPR的利率互换交易当日共计成交17笔、名义本金合计18.6亿元人民币。

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