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Moscow Exchange: 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.

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