13.03.2020 12:37
Risk parameters change on Derivatives market
CCP NCC sets the following risk parameters on Derivatives market starting from 2:00 pm on March 13, 2020:
| № | Underlying | Futures contract | Current market risk rates | New Market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |||
| 1 | PLD | Palladium | 10% | 15% | 23% | 20% | 25% | 33% |
| 2 | PLT | Platinum | 8% | 12% | 18% | 15% | 19% | 25% |
| 3 | GOLD | Gold | 6% | 9% | 14% | 8% | 11% | 16% |