21.12.2021 10:16
Risk parameters change on Derivatives market during morning trading session
According to the risk parameters methodology on Derivatives market during morning trading session on December 21, 2021 lower bound of price band and risk bounds will be changed for futures on USD/TRY currency pair, new market risk rates will be set as follows:
| № | Underlying | Current market risk rates | New Market risk rates after bound changes |
||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | UTRY | 15% | 24% | 34% | 25% | 34% | 44% |