03.09.2024 16:40

Risk parameters change for cny

CCP NCC sets the following risk parameters for CNY:

Due to significant change of market quotes for overnight CNY/RUB swap the following risk parameters on FX market will be changed from September 03, 2024:

Asset	Current addon_P, % per annum	New addon_P from 03.09.2024, % per annum
CNY	5%	50%

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