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.
China Merchants Bank and CITIC Securities launch the first online interest rate options transaction linked to bond yields
Gelonghui Finance · 09/27 19:30
The translation is provided by third-party software.
The above content is for informational or educational purposes only and does not constitute any investment advice related to Futu. Although we strive to ensure the truthfulness, accuracy, and originality of all such content, we cannot guarantee it.