07.10.2020 14:28
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from October 8, 2020:
Ticker | 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 | |
XS2124187571 | 52% | 55% | 58% | 25% | 28% | 31% |