15.09.2023 15:07
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 | Market risk rates from 18.09.2023 | Collateral from 18.09.2023 | Limit of collateral from 18.09.2023 | ||
| S1_min | S2_min | S3_min | ||||
| 1 | KZT | 15% | 22% | 100% | Yes | 100% |
Derivatives market:
| № | Underlying | Market risk rates from 7 p.m. 15.09.2023 | ||
| MR1_min | MR2_min | MR3_min | ||
| 1 | KZT | 15% | 22% | 100% |