18.12.2018 12:37
Risk Parameters on the Standardized OTC Derivatives market during New Year/Christmas Public Holidays
If market volatility does not significantly increase by December 26, 2018, risk parameters will be equal to the values listed below.
Standardized OTC Derivatives market
CCP NCC sets the following FX risk rates on Standardized OTC Derivatives market from 5:00 pm on December 27, 2018 till 5:00 pm on January 9, 2019:
| № | Name | Currency | Current FX risk rate |
FX risk rate from 5:00 pm 27.12.2018 till 5:00 pm 09.01.2019 |
|---|---|---|---|---|
| 1 | FX Risk Rate | USD | 6% | 10% |
| 2 | FX Risk Rate | EUR | 6% | 10% |