14.01.2021 12:05
Risk Parameters change on Derivatives market
CCP NCC is changing risk parameters for Brent (BR) and Light Sweet Crude Oil (CL) futures on Derivatives market starting from 7:00 p.m. on January 14, 2021:
| № | Underlying | Futures on | Current market risk rates | Market risk rates starting from 7:00 p.m. on January 14, 2021 | ||||
|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |||
| 1 | BR | Brent Oil | 20% | 25% | 33% | 15% | 20% | 28% |
| 2 | CL | Light Sweet Crude Oil | 30% | 35% | 43% | 20% | 25% | 33% |