RISK PARAMETER FILES FOR CAPITAL BASED POSITION LIMIT MONITORING IN AFTER-HOURS TRADING (AHT)
 

During AHT Session, HKEX generates Risk Parameter Files (RPF) for AHT Capital Based Position Limit (CBPL) monitoring. Under normal circumstances, RPF will be made available for download hourly in AHT Session.

All RPF of AHT Session on the same trading day are compressed into a single zip file (i.e. RPF_AHFT_yymmdd.zip). The details of RPF specification are available at the link to the Risk Parameter File Specifications.

March 2023
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For further information, please call 2211 6901.

HKEX and/or its subsidiaries endeavour to ensure the accuracy and reliability of the information provided, but do not guarantee its accuracy and reliability and accept no liability (whether in tort or contract or otherwise) for any loss or damage arising from any inaccuracy or omission or from any decision, action or non-action based on or in reliance upon information contained in this website.