HKMA Interface Development Guide

On Jun. 17, HKMA updated appendix regarding floating rate indices.

  • HKMA updated version 2.0 of the Administration and interface development guide (AIDG); specifically, appendix F of AIDG - floating rate index coding scheme.
  • Follows HKMA Dec. 2023 updated floating rate index coding scheme, see #120899.
  • Updates
  • Four new floating rate indices will be supported in the HKTR system from Aug. 1, 2024.
  • Namely CAD-CORRA Compounded Index, EUR-EuroSTR FTSE Term, USD-TBILL Auction High Rate and GBP-SONIA FTSE Term; these 4 will all undergo testing Jun. 18, 2024.

Regulators HKMA
Entity Types B/D; Bank; Depo; Exch; OTC
Reference PR, Gd 6/17/2024
Functions Compliance; Financial; Operations; Technology; Trade Reporting; Trading; Treasury
Countries Hong Kong
Products Banking; Clearing; Custody; Derivatives
Regions AP
Rule Type Final
Rule Date 6/17/2024
Effective Date 8/1/2024
Rule Id 216169
Linked to Rule :120899
Reg. Last Update 6/17/2024
Report Section International

Last substantive update on 06/20/2024