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中行(03988.HK):「原油宝」客户自主进行交易决策
阿思达克 04-23 12:19
中国银行(03988.HK)就「原油宝」业务情况作出说明,指该行於2018年1月开办「原油宝」产品,为境内个人客户提供挂钩境外原油期货的交易服务,客户自主进行交易决策。其中,美国原油品种挂钩CME(芝加哥商业交易所)的WTI原油期货首行合约。个人客户办理「原油宝」需提交100%保证金,不允许杠杆交易。

该行表示,原油宝产品合约到期时会在合约到期处理日,依照客户事先指定的方式,进行移仓或到期轧差处理。按照协议,在进行移仓和轧差操作时,合约结算价由该行公布,参考期货交易所公布的相应期货合约当日结算价。期货交易所按照北京时间凌晨2点28分至2点30分的均价计算当日结算价。

中行指,根据协议并提前公告,4月20日为原油宝美国原油5月合约当月的最後交易日,交易截止时间为北京时间22点。4月21日凌晨WTI原油期货5月合约价格急剧下挫,当日公布的结算价为负37.63美元,为排除当日结算价为负值是由於交易所系统故障等非正常原因造成错价的情况,中行积极与芝加哥商品交易所及市场参与者联系求证,因此暂停挂钩美油合约的原油宝产品交易一天,未影响客户权益。

该行称,目前主要参与者仍将根据交易所规则参考该结算价进行结算。已依据事先约定完成5月合约的到期处理。对於原油宝产品,市场价格不为负值时,多头头寸不会触发强制平仓。对於已确定进入移仓或到期轧差处理的,将按结算价为客户完成到期处理,不再盯市、强平。

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