18.10.2024 15:43
Risk parameters change on FX Market
CCP NCC sets the following risk parameters on FX market starting from October 21, 2024:
| Ticker | Current market risk rates, % | Current Concentration Limit, # of securities | Market risk rates from 21.10.2024, % | Concentration Limit, # of securities from 21.10.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | Level 1 | Level 2 | S1_min | S2_min | S3_min | Level 1 | Level 2 | |
| PLT | 100% | 100% | 100% | 2000 | 2001 | 14% | 22% | 31% | 2 500 | 12 500 |
| PLD | 100% | 100% | 100% | 2000 | 2001 | 18% | 28% | 40% | 2 500 | 12 500 |