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汇丰完成本港首笔HONIA及SOFR交叉货币掉期
阿思达克 10-08 12:27
汇丰公布,今天与另外两家金融机构完成香港市场首笔港元隔夜平均指数(HONIA)及美元担保隔夜融资利率(SOFR)交叉货币掉期,名义价值为1亿港元,年期为一年。HONIA为香港银行同业拆息(HIBOR)的备用参考利率。随着SOFR逐步成为环球资金和衍生品市场的新基准,HONIA及SOFR交叉货币掉期的推出,将提供新的衍生产品和对冲工具,以配合SOFR的市场发展,并助机构和企业客户在相关过渡期管理其利率风险。

汇丰环球资本市场常务总监兼大中华区固定收益交易部主管黄子卓表示,汇丰作为业界主要的参与者,积极支持市场逐步采用基於HONIA定价的产品。为推动市场发展,并协助客户过渡相关转变,该行自去年起提升HONIA产品组合。今天完成的市场首笔HONIA及SOFR交叉货币掉期,标志香港衍生产品市场发展的另一重大里程,预计市场对基於HONIA定价的衍生产品的需求将会继续增加。

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