14.06.2022 16:13
Risk parameters change on Derivatives markets
CCP NCC sets the following risk parameters on the Derivatives market:
| № | Underlying | Current market risk rates | New market risk rates from 7:00 p.m. 14.06.2022 |
New market risk rates from 7:00 p.m. 16.06.2022 |
||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | BABA | 23% | 31% | 41% | 80% | 88% | 98% | 100% | 100% | 100% |
| 2 | BIDU | 27% | 38% | 50% | 80% | 91% | 100% | 100% | 100% | 100% |