CCP NCC sets the following risk parameters on FX and precious metals market starting from August 2, 2021:
| Asset | Description | Ratio of the swap Indicative Rates to the swap Price Band swapx | Minimum Interest Risk Downward/Upward Rate LΔ_min, HΔ_min TODTOM, % per annum |
||
|---|---|---|---|---|---|
| GLD | Gold | Current value | New value | Current value | New value |
| 1.4 | 1.1 | 15% | 20% | ||
