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內地首筆掛鉤五年以上LPR五年期利率互換交易達成
阿思達克 08-22 09:58

中國外匯交易中心公布,掛鉤LPR的利率互換交易上日進一步活躍,參與機構繼續增多,互換期限向長端延伸;其中交通銀行(03328.HK)(601328.SH)通過交易中心交易系統達成了首筆掛鉤五年以上LPR的五年期IRS交易。

該中心稱,將繼續支持市場機構開展以LPR為基準的利率互換等產品交易,擇機發布相應LPR利率互換曲線,便利市場參與者交易與估值。

交通銀行與其客戶企業開展掛鉤一年期LPR利率基準的人民幣利率互換代客交易;當日掛鉤LPR的利率互換交易當日共計成交17筆、名義本金合計18.6億元人民幣。

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