Add Index Haircut

Create an index Haircut configuration, setting the risk-control haircut for constituent securities of matching indices.

Request parameters

Required: counter_id (security code), haircut (haircut rate).
Optional: include_indexes, exclude_indexes, include_exchanges, exclude_exchanges, priority.
See the field descriptions for the format, value range, and business meaning of each field.

Business notes

The include/exclude index and exchange lists scope where the configuration applies; priority decides precedence when multiple configurations match. The haircut is used to compute the collateral value of a security.

Risk warning

This operation adds a risk-control haircut configuration and directly affects the collateral value and margin calculation of the affected securities. Confirm the parameters before calling.

Result

On success, the configuration is created; subsequent state and returned data follow the 200 response definition.

POSThttps://b-api.lbkrs.com/report/haircut/create_index_haircut

Authorization

AuthorizationstringheaderRequired

Send the Broker ACCESS_TOKEN as Authorization: Bearer <token>.

Permission

lb_hk_report.haircut_indexes

The Broker ACCESS_TOKEN must be granted the permission above, or the call will be rejected.

Request body application/json

haircutstringrequired

Haircut. Value range from 0 (exclusive) to 1.

include_indexesarray<string>

Include Indexes. Submit Include Indexes as a JSON array.

exclude_indexesarray<string>

Exclude Indexes. Submit Exclude Indexes as a JSON array.

include_exchangesarray<string>

Include Exchanges. Refer to haircut_exchange_list for the enum.

Values

NASD: NASDAQ

exclude_exchangesarray<string>

Exclude Exchanges. Submit Exclude Exchanges as a JSON array.

Responses

HTTP 200The request was processed successfully. The response data does not contain additional business fields.