CCP NCC changes the following risk parameters on the Securities market starting from April 23-th 2024 and on the Derivatives market starting from 19:00 April 22-th 2024:
- Market risk rates on the Securities market:
Ticker |
Current market risk rates, % |
Market risk rates from 23.04.2024, % |
S1_min |
S2_min |
S3_min |
S1_min |
S2_min |
S3_min |
BANE |
50% |
75% |
95% |
33% |
39% |
46% |
- Market risk rates on the Derivatives market:
Underlying |
Current market risk rates |
Market risk rates from 19:00 22.04.2024 |
MR_1 |
MR_2 |
MR_3 |
MR_1 |
MR_2 |
MR_3 |
BANE |
50% |
75% |
95% |
33% |
39% |
46% |