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                15.04.2020 15:42

                Risk parameters change on FX, Derivatives and Standardized OTC markets

                CCP NCC sets the following risk parameters

                1. on FX market starting from April 16, 2020:
                № Underlying Current market risk rates New market risk rates
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
                1 USD 12.5% 14.5% 16.5% 10% 12% 14%
                2 EUR 12.5% 14.5% 16.5% 10% 12% 14%
                3 CNY 12.5% 14.5% 16.5% 10% 12% 14%
                4 HKD 12.5% 14.5% 16.5% 10% 12% 14%
                5 GBP 12.5% 14.5% 16.5% 10% 12% 14%
                6 CHF 12.5% 14.5% 16.5% 10% 12% 14%
                7 JPY 12.5% 14.5% 16.5% 10% 12% 14%
                8 GLD 12.5% 18.5% 25.5% 10% 16% 23%
                9 SLV 17.5% 23.5% 30.5% 15% 21% 28%
                10 EURF 16.5% 18.5% 20.5% 14% 16% 18%
                11 USDF 16.5% 18.5% 20.5% 14% 16% 18%
                12 USDW 16.5% 18.5% 20.5% 14% 16% 18%

                 

                1. on Derivatives market starting from 7:00 pm on April 15, 2020:
                № Underlying Current market risk rates New market risk rates
                MR1 MR2 MR3 MR1 MR2 MR3
                1 RTS 20% 26% 32% 17.5% 23.5% 29.5%
                2 BR 25% 30% 38% 20% 25% 33%
                3 CL 25% 30% 38% 20% 25% 33%
                4 Si 12.5% 14.5% 16.5% 10% 12% 14%
                5 Eu 12.5% 14.5% 16.5% 10% 12% 14%
                6 CY 12.5% 14.5% 16.5% 10% 12% 14%
                7 MIX 17.5% 23.5% 29.5% 15% 21% 27%
                8 MXI 17.5% 23.5% 29.5% 15% 21% 27%
                9 GLD 12.5% 18.5% 25.5% 10% 16% 23%
                10 SLV 17.5% 23.5% 30.5% 15% 21% 28%
                1. on Standardized OTC derivatives market starting from 7:00 pm on April 15, 2020:
                № Description Currency Current risk rates New risk rate
                1 FX Risk Rate CHF 12.5% 10%
                2 FX Risk Rate USD 12.5% 10%
                3 FX Risk Rate EUR 12.5% 10%
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                16.04.2020
                FX news
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