On each trading day, HKEX generates RPF for the margin calculations (Please refer to the PRiME Margining Guide for details of the margining methodology) at both Clearing House and Client levels for products cleared by HKCC and SEOCH.
There are 3 types of RPF namely, Intra-day RPF (i.e. rpi______-_____-__-_____-yymmdd-hhmm.lis, rci______-_____-__-_____-yymmdd-hhmm.lis), Early RPF (i.e. rpp______-_____-__-_____-yymmdd.lis, rcp______-_____-__-_____-yymmdd.lis) and Final RPF (i.e. rpf______-_____-__-_____-yymmdd.lis, rcf______-_____-__-_____-yymmdd.lis). Intra-day RPF is used for intra-day margin calculations whereas both Early and Final RPF are for end-of-day margin calculations.
Under normal circumstances, Intra-day RPF will be made available for download as soon as practicable after each intra-day margin call (if any). Early and Final RPF will be available at approximately 18:30 of that particular trading day and 09:00 of the next trading day respectively.
All RPF of the same trading day are compressed into a single zip file (i.e. RPF_yymmdd.zip). Depending on the number of Intra-day RPF, the size of the zip file could range from 760k with no Intra-day RPF to 2.2Mb with 4 Intra-day RPF.
Click the Date below to select the file of a specific date to be downloaded.