18.05.2018 17:22

Risk Parameters Change on FX and Precious metal, Securities and Derivatives markets

CCP NCC is changing IM rates on Securities market starting from May 21, 2018 for the following shares:

№	Ticker	Current IM rates			New IM rates
№	Ticker	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	GMKN	20%	24%	31%	17%	21%	28%
2	SBER	20%	24%	31%	17%	21%	28%
3	SBERP	20%	21%	31%	18%	21%	28%

CCP NCC is changing the following IM rates on FX and Precious metal market starting from May 21, 2018:

№	Ticker	Current IM rates			New IM rates
№	Ticker	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	CHF	10%	12%	14%	8%	10%	12%
2	CNY	10%	12%	14%	8%	10%	12%
3	EUR	10%	12%	14%	8%	10%	12%
4	EURF	17,5%	19,5%	21,5%	14%	16%	18%
5	GBP	10%	12%	14%	8%	10%	12%
6	HKD	10%	12%	14%	8%	10%	12%
7	USD	10%	12%	14%	8%	10%	12%
8	USDF	17,5%	19,5%	21,5%	14%	16%	18%

CCP NCC sets new risk parameters on Derivatives market starting from May 21, 2018, the values are available at https://fs.moex.com/files/16960.

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