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外汇交易双边集中清算业务
外汇交易双边清算业务是指按市场化原则为银行间外汇市场达成的外汇交易提供的清算、结算等服务。可清算的产品包括人民币外汇即期交易（不包括结售汇竞价即期交易）、人民币外汇远期交易以及人民币外汇掉期交易，支持的货币对为人民币对美元。上海清算所为本业务清算参与者提供双边净额轧差清算服务和双边全额逐笔清算服务。
bilateral clearing service of foreign exchange transactions refers to the clearing and settlement services offered to interbank foreign exchange market in accordance with market-oriented principle. products to be cleared include rmb/fx spot transaction (rmb/fx spot anonymous transactions are not included), rmb/fx forward transaction and rmb/fx swap transaction. the accepted currency pair is usd/cny. shch provides the bilateral netting clearing and bilateral gross clearing service to clearing participants.
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目前，上海清算所接受的外汇交易双边清算业务产品如下表所示（其中，t日表示交易日）。未来根据业务发展需要增加产品种类、货币对及期限范围，并另行公布。
|
产品种类 |
货币对 |
近端结算日 |
远端结算日 |
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|
即期交易 |
spot |
usd/cny |
t 0日 |
无 |
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|
t 1日 |
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t 2日 |
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掉期交易 |
隔夜 |
o/n |
usd/cny |
t 0日 |
t 1日 |
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t/n |
t 1日 |
t 2日 |
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即期对远期 |
spot- forward |
t 0日 |
t f日 |
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t 1日 |
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t 2日 |
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远期对远期 |
forward1- forward2 |
t f1日 |
t f2日 |
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远期交易 |
forward |
usd/cny |
无 |
t f日 |
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at present, products under bilateral clearing of foreign exchange transactions accepted by shch are shown in the following table (where day t represents the trading day, the same below). in the future, if new products, currency pairs and tenors are added along with business development, shch shall publish the information separately.
|
product category |
currency pairs |
near leg settlement day |
far leg settlement day |
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|
spot transaction |
spot |
usd/cny |
t 0 |
none |
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t 1 |
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t 2 |
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swap transaction |
overnight |
o/n |
usd/cny |
t 0 |
t 1 |
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t/n |
t 1 |
t 2 |
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spot vs forward |
spot- |
t 0 |
t f (2 |
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t 1 |
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t 2 |
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forward vs forward |
forward1- |
t f1 (f1>2) |
t f2 (f1< f2≤3y 2) |
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|
forward transaction |
forward |
usd/cny |
none |
t f (2 |
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双边全额/净额清算费＝对应清算品种清算笔数×收费标准。
不同收费项目的收费标准如下表：
|
收费项目 |
清算品种 |
收费标的 |
收费标准 |
收费对象 |
|
双边全额清算费 |
双边全额 |
清算笔数 |
每笔20元（人民币） |
交易双方 |
|
双边净额清算费 |
双边净额 |
清算笔数 |
每笔10元（人民币） |
交易双方 |
|
清算退出费 |
— |
清算退出笔数 |
每笔10元（人民币） |
交易双方 |
bilateral gross/netting settlement fee = numbers of clearing transactions under corresponding clearing type × fee standard.
|
fee item |
clearing type |
charging subject |
fee standard |
fee payers |
|
bilateral gross settlement fee |
bilateral gross |
number of clearing transactions |
20 rmb per transaction |
both parties of the transaction |
|
bilateral netting settlement fee |
bilateral netting |
number of clearing transactions |
10 rmb per transaction |
both parties of the transaction |
|
clearing exit fee |
— |
number of exiting transactions |
10 rmb per transaction |
both parties of the transaction |
自2023年二季度起，上海清算所免收外汇交易双边集中清算业务双边净额清算费、双边全额清算费和清算退出费,期满后另行通知。具体通知详见相关凯发官方网站的公告。
bilateral clearing service of fx transactions is exempted from bilateral netting clearing fee, bilateral gross clearing fee and clearing exit fee since q2 2023. shch shall publish notice separately after the expiration. for specific notice, please refer to the related announcement.
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业务一部 rmb & fx clearing department
孙蒙 sun meng
sunmeng@shclearing.com.cn