Risk parameters change on FX, Derivatives and Standardized OTC markets before trading session start
According to the Risk parameters methodology on FX market before trading session start on March 19, 2020 upper and lower bounds of price band and risk bounds will be changed on FX market. Market risk rates will be remain valid from March 20, 2020 and will be set as follows:
| № | Ticker | Current market risk rates | New Market risk rates after bound changes and from 20.03.2020 | ||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | USD | 10% | 12% | 14% | 15% | 17% | 19% |
| 2 | EUR | 10% | 12% | 14% | 15% | 17% | 19% |
According to the Risk parameters methodology on Derivatives market before trading session start on March 19, 2020 upper and lower bounds of price band and risk bounds will be changed for futures on Derivatives market. Market risk rates will remain valid from 2 p.m. March 19, 2020 and will be set as follows:
| № | Underlying | Current market risk rates | New Market risk rates after bound changes and from 2 p.m. 19.03.2020 | ||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | Si | 10% | 12% | 14% | 15% | 17% | 19% |
| 2 | Eu | 10% | 12% | 14% | 15% | 17% | 19% |
According to the Risk parameters methodology on Standardized OTC derivatives market before trading session start on March 19, 2020 FX risk rates will be changed. The risk rates will remain valid from 5 p.m. March 19, 2020 and will be set as follows:
| № | Description | Currency | Current risk rates | New risk rates after changes and from 5 p.m. 19.03.2020 |
|---|---|---|---|---|
| 1 | FX Risk Rate | USD | 10% | 15% |
| 2 | EUR | 10% | 15% |