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.