OSNBPs and overseas clients can use foreign currency 

as margin. If foreign currency is used, the day’s CNY 

(RMB) central parity rate published by the China 

Foreign Exchange Trade System (CFETS) will be used 

to calculate the market value of the foreign currency. 

At present, INE rules state that USD is the only foreign 

currency accepted as margin, at a haircut of 0.05.

Before the closing of market, the market value of 

foreign currency is provisionally determined by the CNY 

central parity rate published by CFETS on the previous 

trading day. This value will be revised and discounted 

during daily clearing according to the rules above.

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