03.08.2020 10:40
Risk parameters change on Derivatives market, FX and precious metals market
CCP NCC sets the following risk parameters
- on Derivatives market starting from 7:00 pm on August 3, 2020:
| № | Underlying | Futures contract | Current market risk rates | New Market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |||
| 1 | GOLD | on Gold | 6% | 9% | 14% | 10% | 13% | 18% |
| 2 | SILV | on Silver | 10% | 15% | 23% | 16% | 21% | 29% |
| 3 | GLD | Deliverable futures contract on gold | 8% | 14% | 21% | 12% | 18% | 25% |
| 4 | SLV | Deliverable futures contract on silver | 12% | 18% | 25% | 18% | 24% | 31% |
- on FX market starting from August 4, 2020:
| № | Underlying | Description | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |||
| 1 | GLD | Gold | 8% | 14% | 21% | 12% | 18% | 25% |
| 2 | SLV | Silver | 12% | 18% | 25% | 18% | 24% | 31% |