互換通北向交易將於本月15日啟動
人民銀行、香港證監會與金管局公布,開展香港與內地利率互換市場互聯互通合作(互換通),各項準備工作進展順利,北向互換通下的交易將於本月15日啟動。
北向互換通初期可交易品種為利率互換產品,報價、交易及結算幣種為人民幣。參與北向互換通的境內投資者、即互換通報價商,需與外匯交易中心簽署報價商協議,並為上海清算所利率互換集中清算業務的清算會員或該類會員的清算客戶。而參與的境外機構投資者為符合人民銀行要求及完成內地銀行間債券市場准入備案,並經外匯交易中心開通北向互換通交易權限,同時須成為場外結算公司的清算會員或該類會員的清算客戶。
全部境外投資者通過北向互換通開展利率互換交易,初期在軋差後的名義本金淨額每日不超過200億元人民幣。上海清算所與場外結算公司針對雙方清算所之間的風險敞口,將建立互換通資源池,初期敞口設定上限不超過40億元人民幣。兩項額度及後均可根據市況調整。
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