10.09.2021 18:58
Risk parameters change on Securities market and Derivatives market
CCP NCC is changing the risk parameters:
1. Market risk rates on Securities market starting from September 17, 2021. For the new values please refer the link.
2. Market risk rates on Derivatives market for BABA futures starting from 7:00 pm on September 16, 2021:
| № | Underlying | Futures contracts | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |||
| 1 | BABA | Futures on Alibaba Group Holding Limited depository receipts | 15% | 24% | 34% | 18% | 29% | 41% |
3. Stress collateral scenarios on Securities market and Derivatives market starting from September 17, 2021. For the new values please refer the link.