09.12.2019 18:28
Risk parameters change on Derivatives market
CCP NCC sets the following risk parameters on Derivatives market starting from 7:00 pm on December 10, 2019 for BRENT oil (BR) and Light Sweet Crude Oil (CL) futures:
| № | Underlying | Futures contract | Current market risk rates | New Market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |||
| 1 | BR | BRENT oil | 13% | 18% | 26% | 10% | 15% | 23% |
| 2 | CL | Light Sweet Crude Oil | 13% | 18% | 26% | 10% | 15% | 23% |