14.09.2018 18:36
Risk parameters change on FX and precious metals market
CCP NCC sets the following risk parameters on FX and precious metals market starting from September 17, 2018:
| Ticker | Description | Spot risk rate | Concentration limits, units | ||||
|---|---|---|---|---|---|---|---|
|
1st level, |
2nd level, |
3rd level, |
1st level | 2nd level | |||
| TRY | Turkish lira | 20% | 50% | 100% | 1 856 000 | 9 280 000 | |
| KZT | Kazakhstan tenge | 20% | 50% | 100% | 54 625 000 | 273 125 000 | |
| BYN | Belorussian ruble | 30% | 50% | 100% | 314 000 | 1 570 000 | |