28.11.2024 20:14
Risk parameters change on FX Market and on Derivatives market
CCP NCC sets the following risk parameters on FX market starting from November 29th, 2024 and on Derivatives market starting from 7 p.m. on November 28th, 2024:
- Market risk rates on FX market:
| Ticker | Current market risk rates, % | Market risk rates from 29.11.2024, % | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| BYN | 20% | 50% | 100% | 15% | 25% | 35% |
- Market risk rates on Derivatives market:
| Underlying | Current market risk rates, % | Market risk rates from 7 p.m. 28.11.2024 г., % | ||||
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |
| BYN | 20% | 50% | 100% | 15% | 25% | 35% |