04.02.2026 17:13
Risk parameters change on Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 7 p.m. of February, 4th 2026:
- Market risk rates and range fut parameters:
| Underlying | Current market risk rates | Market risk rates from 7 p.m. February, 4rd 2026 | ||||
|---|---|---|---|---|---|---|
| MR1_min | MR2_min | MR3_min | MR1_min | MR2_min | MR3_min | |
| GOLD | 6% | 9% | 12% | 7% | 10% | 13% |
| SILV | 13% | 18% | 26% | 18% | 23% | 31% |
| SILVM | 13% | 18% | 26% | 18% | 23% | 31% |
| PLT | 12% | 16% | 21% | 16% | 20% | 25% |
| PLD | 17% | 24% | 31% | 19% | 26% | 33% |
| GL | 10% | 16% | 23% | 11% | 17% | 24% |
| GLDRUBTOM | 10% | 16% | 23% | 11% | 17% | 24% |
| Код базового актива | RangeFut | RangeFut from 7 p.m. February, 4rd 2026 |
|---|---|---|
| GOLD | 0.5 | 0.66 |
| SILV | 0.5 | 0.66 |
| SILVM | 0.5 | 0.66 |
| PLT | 0.5 | 0.66 |
| PLD | 0.5 | 0.66 |
- Stress collateral scenarios
| Underlying | Scen_UP | Scen_DOWN |
|---|---|---|
| SILV | 12% | 12% |
| SILVM | 12% | 12% |