16.09.2019 09:43
Risk parameters change on Derivatives market before trading session start
According to the Risk parameters methodology on Derivatives market before trading session start on September 16, 2019 upper bound of price band and risk bound will be changed for futures on BRENT oil (BR) and Light Sweet Crude Oil (CL). Market risk rates will be set as follows:
| № | Underlying | Futures contract | Current market risk rates | New Market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |||
| 1 | BR | BRENT oil | 10% | 15% | 23% | 13% | 18% | 26% |
| 2 | CL | Light Sweet Crude Oil | 10% | 15% | 23% | 13% | 18% | 26% |