Moscow Exchange: Risk Parameters Change On FX And Precious Metals Market

News

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	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	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.