According to the Risk parameters methodology on Derivatives market before trading session start on July 27, 2020 upper bounds of price band and risk bounds will be changed for futures on Derivatives market.
| № | Underlying | Current market risk rates | New Market risk rates after bound changes | ||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MRcurr1 | MRcurr2 | MRcurr3 | ||
| 1 | SLV | 12% | 18% | 25% | 13.32% | 19.32% | 26.32% |
| 2 | SILV | 10% | 15% | 23% | 11.25% | 16.25% | 24.25% |
