GLONGHUI, September 27 | According to interbank market information, on September 26, 2023, China Merchants Bank and CITIC Securities reached the first online interest rate options portfolio transaction linked to bond yields through the Exchange Center's local currency trading system. The deal consists of a combination of a bullish binary and a bearish binary transaction. It is linked to the 10-year yield of the CFETS treasury bond maturity curve. The nominal principal amount of the transaction is 1 billion yuan each, and the option period is 1 month.
招商银行和中信证券开展首笔线上挂钩债券收益率的利率期权交易
China Merchants Bank and CITIC Securities launch the first online interest rate options transaction linked to bond yields
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