09.07.2020 19:07
Risk parameters change on FX and precious metals market
CCP NCC changes the following risk parameters on FX and precious metals market for Hong Kong dollars starting from July 10, 2020:
| Asset | Description | Current market risk rates | New market risk rates | New attribute for ban on short selling | New eligible collateral | ||||
| 1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
||||
| HKD | Hong Kong dollar | 6% | 8% | 10% | 30% | 32% | 34% | Yes | No |
Hong Kong dollars will be excluded from inter-product spread groups.