23.04.2024 11:30
Risk parameters change on the Securities market and on the Derivatives market
CCP NCC changes Market risk rates on the Securities market and on the Derivatives market:
- On the Securities market:
Ticker | Current market risk rates, % | Market risk rates from 29.04.2024, % | Market risk rates from 13.05.2024, % | ||||||
---|---|---|---|---|---|---|---|---|---|
S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
PIKK | 20% | 26% | 33% | 20% | 26% | 43% | 20% | 26% | 52% |
- On the Derivatives market:
Underlying | Current market risk rates | Market risk rates from 19:00 27.04.2024 | Market risk rates from 19:00 10.05.2024 | ||||||
---|---|---|---|---|---|---|---|---|---|
MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
PIKK | 20% | 26% | 33% | 20% | 26% | 43% | 20% | 26% | 52% |