29.09.2020 17:26
Risk parameters change on Derivatives market
CCP NCC sets the following risk parameters on Derivatives market starting from 7:00 pm on October 1, 2020:
| № | Underlying | Futures contract | Current market risk rates | New Market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |||
| 1 | NG | on Natural gas | 18% | 28% | 40% | 20% | 30% | 42% |