21.04.2020 13:31
Risk parameters change on Derivatives market
CCP NCC sets the following risk on Derivatives market starting from 2:00 pm on April 21, 2020:
| № | Underlying | Current market risk rates | New Market risk rates | ||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | BR | 20% | 25% | 33% | 30% | 35% | 43% |
| 2 | CL | 20% | 25% | 33% | 30% | 35% | 43% |