25.02.2022 08:15
Risk parameters change on FX and precious metals market
CCP NCC will set the following risk parameters on FX and precious metals market starting from February 25th, 2022:
| № | Asset1 | Asset2 | 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 | USD | RUB | 7.5% | 9.5% | 11.5% | 15% | 17% | 19% |
| 2 | USDF | RUB | 10% | 12% | 14% | 20% | 22% | 24% |
| 3 | EUR | RUB | 7.5% | 9.5% | 11.5% | 15% | 17% | 19% |
| 4 | EURF | RUB | 10% | 12% | 14% | 20% | 22% | 24% |
| 5 | GBP | RUB | 8.5% | 10.5% | 12.5% | 16% | 18% | 20% |
| 6 | CHF | RUB | 8.5% | 10.5% | 12.5% | 16% | 18% | 20% |
| 7 | HKD | RUB | 7.5% | 9.5% | 11.5% | 15% | 17% | 19% |
| 8 | JPY | RUB | 8% | 10% | 12% | 15.5% | 17.5% | 19.5% |
| 9 | CNY | RUB | 7.5% | 9.5% | 11.5% | 15% | 17% | 19% |
| 10 | SLV | RUB | 19% | 25% | 32% | 21.5% | 27.5% | 34.5% |
| 11 | GLD | RUB | 8% | 14% | 21% | 15.5% | 21.5% | 28.5% |
| 12 | XAU | RUB | 8% | 14% | 21% | 15.5% | 21.5% | 28.5% |