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China eases onshore bond collateral control for Swap Connect

PBOC
By Hui Ching-hoo   
July 11, 2024

China’s central bank is set to provide international investors with more choice of collateral of onshore bond for swap trading.

A senior official from the People’s Bank of China (PBOC) says the bank will allow overseas investors to use onshore bonds issued by the Ministry of Finance and China policy banks as margin collateral for Northbound Swap Connect transactions.

Launched in May 2023, Swap Connect scheme enables international investors to trade and clear onshore RMB interest rate swaps without changing their existing settlement practices.

According to Jiang Huifen, deputy director general of the financial market department at PBOC, the new move will reduce the cost for overseas investors to trade Mainland bonds.

"This is going to help further expand the application of RMB bonds as eligible offshore collateral. It will facilitate overseas institutions to hold RMB bonds, reducing the costs of overseas institutional investors to join Swap Connect,” Jiang said in a ceremony marking the seventh anniversary of the launch of Bond Connect on July 9.

The Securities and Futures Commission (SFC) and the Hong Kong Monetary Authority (HKMA) welcome the move, saying that it will provide Northbound Swap Connect investors with an additional choice of non-cash collateral and reduce their liquidity costs and improve capital efficiency.

“It will also help vitalise offshore investors’ onshore bond holdings and further enhance the attractiveness of onshore bonds. The measure will also promote synergies between Bond Connect and Swap Connect, thereby further invigorating market participation in the Connect schemes,” the financial authorities say in a joint statement on July 9.