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Product Scope (MC)

13 March 2014
Production Coverage

The types of OTC derivatives product supported by the Matching and Confirmation Service of the HKTR are determined by the types of product subject to mandatory clearing requirement and those supported by the CCP of the HKEx. The list of products currently supported by the Matching and Confirmation Service include the followings:

Interest rate derivatives

Product Type

Product Sub-Type

Eligible Notional Currency

(Single-Currency only)

Floating Rate Index

Interest Rate Swap

IRS Floating vs Fixed

EUR

EUR-EURIBOR-Reuters

EUR-LIBOR-BBA

HKD

HKD-HIBOR-HIBOR=

HKD-HIBOR-HKAB

USD

USD-LIBOR-BBA

IRS Floating vs Fixed

(non-deliverable)

CNY

CNY-CNREPOFIX=CFXS-Reuters

Basis Swap

Floating vs Floating

EUR

EUR-EURIBOR-Reuters

EUR-LIBOR-BBA

USD

USD-LIBOR-BBA

 

Foreign exchange derivatives

Product Type

Product Sub-Type

Eligible Exchanged Currency Pair

Settlement Currency

FX Non Deliverable Forward

FX Non Deliverable Forward

CNY vs USD

INR vs USD

KRW vs USD

TWD vs USD

USD

USD

USD

USD

Over time, new products may be added. The HKTR will advise TR Members and announce the introduction of new products well in advance.

The pace of introduction of new products to the HKTR, however, may not necessarily be fully in sync with the pace of introduction of products for mandatory clearing and by the CCP of the HKEx.

Last revision date:13 March 2014