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
HKD
Hong Kong dollar
6%
8%
10%
30%
32%
34%
Yes
No
Hong Kong dollars will be excluded from inter-product spread groups.