12.04.2018 11:39
Risk Parameters Change on Derivatives market
CCP NCC is changing the following IM rates on Derivatives market starting from 7:00 pm April 12, 2018:
| № | Underlying | Futures description | Current IM rate | New IM rate |
|---|---|---|---|---|
| 1 | Si | USD/RUB Exchange rate | 6% | 10% |
| 2 | Eu | EUR/RUB Exchange rate | 6% | 10% |
| 3 | CY | CNY/RUB Exchange Rate | 6% | 10% |