12.09.2022 16:13

Risk parameters change

CCP NCC is changing risk parameters on FX market starting from September 13, 2022

  1. Interest risk rate:
Asset Current interest risk rate, percent per annum Interest risk rate from 13.09.2022, percent per annum
  1. Ratio of the swap Indicative Rates to the swap Price Band. Set for instruments without full prefunding when settlement dates coincide with the swap maturity dates, first leg maturity TOM:
Symbol Current ratio Ratio from 13.09.2022
swapx 1,4 1,1
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