21.04.2020 10:31
Risk parameters change on Derivatives market before trading session start
According to the Risk parameters methodology on Derivatives market before trading session start on April 21, 2020 lower bound of price band and risk bound will be changed for CL futures on Derivatives market, market risk rates set as follows:
| № | Underlying | Current market risk rates | New Market risk rates after bound changes |
||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | CL | 20% | 25% | 33% | 48% | 53% | 61% |