匯豐完成本港首筆HONIA及SOFR交叉貨幣掉期
匯豐公布,今天與另外兩家金融機構完成香港市場首筆港元隔夜平均指數(HONIA)及美元擔保隔夜融資利率(SOFR)交叉貨幣掉期,名義價值為1億港元,年期為一年。HONIA為香港銀行同業拆息(HIBOR)的備用參考利率。隨著SOFR逐步成為環球資金和衍生品市場的新基準,HONIA及SOFR交叉貨幣掉期的推出,將提供新的衍生產品和對沖工具,以配合SOFR的市場發展,並助機構和企業客戶在相關過渡期管理其利率風險。
匯豐環球資本市場常務總監兼大中華區固定收益交易部主管黃子卓表示,匯豐作為業界主要的參與者,積極支持市場逐步採用基於HONIA定價的產品。為推動市場發展,並協助客戶過渡相關轉變,該行自去年起提升HONIA產品組合。今天完成的市場首筆HONIA及SOFR交叉貨幣掉期,標誌香港衍生產品市場發展的另一重大里程,預計市場對基於HONIA定價的衍生產品的需求將會繼續增加。
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