16.09.2019 13:37
Risk parameters change on Derivatives market
CCP NCC sets the following risk parameters on Derivatives market starting from 2:00 pm on September 16, 2019 for BRENT oil (BR) and Light Sweet Crude Oil (CL) futures:
| № | 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% |