22.04.2024 13:30
Risk parameters change on the Securities market and on the Derivatives market
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% |