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03.04.2020 13:04

Risk parameters change on Derivatives market

CCP NCC sets the following risk parameters on Derivatives market starting from 2:00 pm on April 3, 2020:

Underlying Current market risk rates New market risk rates
MR1 MR2 MR3 MR1 MR2 MR3
1 BR 20% 25% 33% 25% 30% 38%
2 CL 20% 25% 33% 25% 30% 38%
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