23.09.2020 17:47
Risk parameters change on Derivatives market
CCP NCC sets the following risk parameters on Derivatives market:
- starting from 7:00 pm on September 23, 2020:
| № | Underlying | Current AutoShiftNumMR | New AutoShiftNumMR |
|---|---|---|---|
| 1 | AFKS | 2 | 10 |
| 2 | CL | 7 | 10 |
| 3 | FIVE | 2 | 10 |
| 4 | PLZL | 2 | 10 |
| 5 | TCSI | 2 | 10 |
- starting from 7:00 pm on September 24, 2020:
| № | Underlying | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | 1MDR | 1.5% | 1.5% | 1.5% | 1.5% | 2.5% | 4.5% |
| 2 | 1MFR | 1.5% | 1.5% | 1.5% | 1.5% | 2.5% | 4.5% |
| 3 | RUON | 1.5% | 1.5% | 1.5% | 1.5% | 2.5% | 4.5% |