05.12.2022 15:18
Risk parameters change on the FX, Securities, Derivatives market and Standardized OTC Derivatives market
CCP NCC sets the following risk parameters:
FX and Securities market:
| # | Asset | Current concentration Limit, # of securities |
New concentration Limit, # of securities from 06.12.2022 |
||
| Level 1 | Level 2 | Level 1 | Level 2 | ||
| 1 | CNY | 20 000 000 | 100 000 000 | 1 500 000 000 | 7 500 000 000 |
Derivatives market:
| # | Underlying | Current concentration Limit, # of securities |
New concentration Limit, # of securities from 19:00 05.12.2022 |
||
| Level 1 | Level 2 | Level 1 | Level 2 | ||
| 1 | CNY | 20 000 000 | 100 000 000 | 1 500 000 000 | 7 500 000 000 |
| 2 | CNYRUBTOM | 20 000 000 | 100 000 000 | 1 500 000 000 | 7 500 000 000 |
Standardized OTC derivatives market
| # | Description | Current concentration Limit, # of securities |
New concentration Limit, # of securities from 06.12.2022 |
||
| Level 1 | Level 2 | Level 1 | Level 2 | ||
| 1 | CNY | 20 000 000 | 100 000 000 | 1 500 000 000 | 7 500 000 000 |