CCP NCC sets the following risk parameters on Derivatives market starting from 2:00 pm on April 3, 2020:
| № | Underlying | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | BR | 20% | 25% | 33% | 25% | 30% | 38% |
| 2 | CL | 20% | 25% | 33% | 25% | 30% | 38% |
FTSE Mondo Visione Exchanges Index:
Moscow Exchange: Risk Parameters Change On Derivatives Market
Date 03/04/2020
