09.12.2019 18:28

Risk parameters change on Derivatives market

CCP NCC sets the following risk parameters on Derivatives market starting from 7:00 pm on December 10, 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 13% 18% 26% 10% 15% 23%
2 CL Light Sweet Crude Oil 13% 18% 26% 10% 15% 23%
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