26.05.2022 14:15
Risk Parameters change on Derivatives market
CCP NCC sets the following risk parameters:
Underlying | Current risk parameters | Risk parameters | ||
---|---|---|---|---|
from 2 p.m. 26.05.2022 | ||||
AutoShiftNumMR | AutoShiftNumIR | AutoShiftNumMR | AutoShiftNumIR | |
Si | 2 | 2 | 10 | 10 |
Eu | 2 | 2 | 10 | 10 |
CY | 2 | 2 | 10 | 10 |
CNY | 2 | 2 | 10 | 10 |
USDRUBTOM | 2 | 2 | 10 | 10 |
EURRUBTOM | 2 | 2 | 10 | 10 |
CNYRUBTOM | 2 | 2 | 10 | 10 |