26.05.2022 14:15
Risk Parameters change on Derivatives market
CCP NCC sets the following risk parameters:
| Underlying | Current risk parameters | Risk parameters | ||
|---|---|---|---|---|
| from 2 p.m. 26.05.2022 | ||||
| AutoShiftNumMR | AutoShiftNumIR | AutoShiftNumMR | AutoShiftNumIR | |
| Si | 2 | 2 | 10 | 10 |
| Eu | 2 | 2 | 10 | 10 |
| CY | 2 | 2 | 10 | 10 |
| CNY | 2 | 2 | 10 | 10 |
| USDRUBTOM | 2 | 2 | 10 | 10 |
| EURRUBTOM | 2 | 2 | 10 | 10 |
| CNYRUBTOM | 2 | 2 | 10 | 10 |