OSNBPs and overseas clients can use foreign currency 

as margin. If foreign currency is used, the CNY (RMB) 

central parity rate published by China Foreign Exchange 

Trade System (CFETS) on the current day 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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