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汇丰及中银完成本港首宗分别以HONIA及SOFR为基准的离岸人民币交叉货币掉期交易
阿思达克 10-12 09:31
汇丰及中银香港(02388.HK)宣布,完成本港首宗分别以港元隔夜平均指数(HONIA)及美元担保隔夜融资利率(SOFR)为基准的离岸人民币交叉货币掉期交易,该两宗交叉货币掉期的名义价值各为离岸人民币1亿元,年期为一年。

汇丰资本市场大中华区业务主管陈绍宗表示,汇丰一直以来大力推动香港资本市场的发展,为配合客户过渡利率基准的转变,正进行积极准备,并投资於相关基建和提升产品组合。是次完成的离岸人民币掉期交易,不仅标志着汇丰在这方面屡创新猷,也同时突显该行的长期承诺,致力巩固香港作为领先离岸人民币中心的地位。

中银香港全球市场总经理王彤则表示,本港作为主要的国际金融中心之一,致力与其他主要金融中心一起推进银行同业拆息改革。随着替代参考利率逐步成为环球资本和衍生品市场的新基准,离岸人民币定息交叉货币掉期将提供新的衍生产品和对冲工具,以配合SOFR及HONIA的市场发展,有助机构和企业客户在相关过渡期管理其利率风险。

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