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%
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