Isda adds HK$ swap fix rate to its list

The rates will produce a series of interest rate swap fixings for HK$ in the following maturities: 1, 2, 3, 4, 5, 7 and 10 years. The daily 11am polling of mid-market rates, based on underlying Hong Kong interbank offered rate and a standard bid-offer spread of five basis points, will be mean-averaged to three decimal places. The HK$ IsdaFix rates will be published at 11:30am (Hong Kong time) on Reuters page .

"This addition reflects market demand for broadly accessibleinformation about swap rates in Hong Kong dollars," said Robert Pickel, executive director and chief executive of Isda.

IsdaFix, Isda's par-rate screen service, was introduced in 1997 to facilitate swaps terminations and the valuation of cash-settled swaptions. The Hong Kong dollar swap rates are part of a series of rates for different currencies sponsored by Isda, based on information collected by either Reuters or Icap. Rates for US dollar, euro, sterling, Swiss francs and Japanese yen, as well as US dollar swap spreads, are available on various Reuters IsdaFix pages.

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