Source: Hong Kong Government special administrative region
HKMA and SFC jointly consult on standard calculation periods under OTC derivative Clearing RulesNote 2: The Securities and Futures (OTC Derivative Transactions – Clearing and Record Keeping Obligations and Designation of Central Counterparties) Rules.
Note 3: Under the proposed approach to be effective from March 1, 2027 onwards, the Clearing Rules will be amended to designate two calendar periods, i.e., March 1 to May 31 and September 1 to November 30, in each year as calculation periods.
Issued at HKT 16:30
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