An overview of FundApps vs. Competitors in the Position Limits monitoring space
The requirement to delta adjust options when monitoring against the position limits on the Hong Kong Stock Exchange is not as straightforward as first may appear.
Any HKFE Participant or Options Exchange Participant must monitor their holdings against the HKEX Large Open Position Reporting Levels. Read on to learn about the requirements and how the FundApps Position Limits service can help you monitor against them and stay compliant.
In this post, we touch on some of the nuances that exist when monitoring holdings listed on the HKEX, including netting, aggregation, and calculating contract exposure.
With the impending implementation of MiFID II, many questions are still unanswered.
In the US, the CFTC makes provisions for the exchanges to set the specific position limits that can be accumulated by the market participant on their exchange.