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中行(03988.HK):「原油寶」客戶自主進行交易決策
阿思達克 04-23 12:19
中國銀行(03988.HK)就「原油寶」業務情況作出說明,指該行於2018年1月開辦「原油寶」產品,為境內個人客戶提供掛鉤境外原油期貨的交易服務,客戶自主進行交易決策。其中,美國原油品種掛鉤CME(芝加哥商業交易所)的WTI原油期貨首行合約。個人客戶辦理「原油寶」需提交100%保證金,不允許槓桿交易。

該行表示,原油寶產品合約到期時會在合約到期處理日,依照客戶事先指定的方式,進行移倉或到期軋差處理。按照協議,在進行移倉和軋差操作時,合約結算價由該行公布,參考期貨交易所公布的相應期貨合約當日結算價。期貨交易所按照北京時間凌晨2點28分至2點30分的均價計算當日結算價。

中行指,根據協議並提前公告,4月20日為原油寶美國原油5月合約當月的最後交易日,交易截止時間為北京時間22點。4月21日凌晨WTI原油期貨5月合約價格急劇下挫,當日公布的結算價為負37.63美元,為排除當日結算價為負值是由於交易所繫統故障等非正常原因造成錯價的情況,中行積極與芝加哥商品交易所及市場參與者聯繫求證,因此暫停掛鉤美油合約的原油寶產品交易一天,未影響客戶權益。

該行稱,目前主要參與者仍將根據交易所規則參考該結算價進行結算。已依據事先約定完成5月合約的到期處理。對於原油寶產品,市場價格不為負值時,多頭頭寸不會觸發強制平倉。對於已確定進入移倉或到期軋差處理的,將按結算價為客戶完成到期處理,不再盯市、強平。

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