12.04.2018 10:34
Risk Parameters Change on FX and Precious Metals Markets
CCP NCC is changing the following IM rates on FX and Precious Metals Markets starting from April 12, 2018:
| № | Asset | Current IM rate | New IM rate | ||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| 1 | CHF | 6% | 8% | 10% | 10% | 12% | 14% |
| 2 | CNY | 6% | 8% | 10% | 10% | 12% | 14% |
| 3 | EUR | 6% | 8% | 10% | 10% | 12% | 14% |
| 4 | EURF | 10% | 12% | 14% | 17.5% | 19.5% | 21.5% |
| 5 | GBP | 7% | 9% | 10% | 10% | 12% | 14% |
| 6 | GLD | 8% | 14% | 21% | 10% | 16% | 23% |
| 7 | HKD | 6% | 8% | 10% | 10% | 12% | 14% |
| 8 | SLV | 12% | 18% | 25% | 15% | 21% | 28% |
| 9 | USD | 6% | 8% | 10% | 10% | 12% | 14% |
| 10 | USDF | 10% | 12% | 14% | 17.5% | 19.5% | 21.5% |