NCC | Risk parameters change on FX and precious metals

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
Asset	Description	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min	New attribute for ban on short selling	New eligible collateral
HKD	Hong Kong dollar	6%	8%	10%	30%	32%	34%	Yes	No

Hong Kong dollars will be excluded from inter-product spread groups.