16.02.2023 21:30
Risk parameters change on the FX and precious metals market and Derivatives market
CCP NCC sets the following risk parameters:
FX and precious metals market:
| № | Ticker | Current market risk rates | New market risk rates from 28.02.2023 |
Current concentration limits | New concentration limits from 28.02.2023 |
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| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | LK1 | LK2 | LK1 | LK2 | ||
| 1 | BYN | 30% | 50% | 100% | 20% | 50% | 100% | 737,000 | 3,685,000 | 2,600,000 | 13,000,000 |
| 2 | KZT | 20% | 50% | 100% | 15% | 50% | 100% | 384,500,000 | 1,922,500,000 | 838,400,000 | 4,192,000,000 |
| 3 | TRY | 20% | 50% | 100% | 20% | 32% | 45% | 4,130,000 | 20,650,000 | 4,130,000 | 20,650,000 |
| 4 | HKD | 15% | 17% | 19% | 15% | 22% | 35% | 20,000,000 | 100,000,000 | 4,600,000 | 23,000,000 |
| 5 | SLV | 20% | 25% | 33% | 15% | 24% | 34% | 30,000,000 | 150,000,000 | 1,054,000 | 5,270,000 |
| 6 | GLD | 10% | 16% | 23% | 10% | 16% | 23% | 1,000,000 | 5,000,000 | 213,000 | 1,065,000 |
Derivatives market:
| № | Underlying | Current market risk rates | New market risk rates from 7 p.m. 27.02.2023 г. |
Current concentration limits | New concentration limits from 7 p.m. 27.02.2023 |
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| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | LK1 | LK2 | LK1 | LK2 | ||
| 1 | SLV | 20% | 25% | 33% | 15% | 24% | 34% | 30,000,000 | 150,000,000 | 1,054,000 | 5,270,000 |
| 2 | GLD | 10% | 16% | 23% | 10% | 16% | 23% | 1,000,000 | 5,000,000 | 213,000 | 1,065,000 |