30.05.2016 19:19
FX market Risk Parameters Change
NCC Clearing Bank is changing risk parameters starting from 31 may 2016 according to the tables below.
Minimum Initial Margin for the Interest Rate Risk
| Currency pair | Tenor |
|---|---|
| TODTOM | |
| USD/RUB | 40% |
| EUR/RUB | 40% |
| CNY/RUB | 40% |
| GBP/RUB | 40% |
| HKD/RUB | 40% |
| BYR/RUB | 40% |
For further information, please contact the Public Relations Department at (495) 363-3232.