NCC Clearing Bank sets higher risk parameters for May public holidays effective from April, 30 to May, 5 2015.
FX and Precious Metals market
FX market initial margin rates (pdf, 124 Kb)
Equities&Bonds Market
Equities initial margin rates (pdf, 110 Kb)
Bonds initial margin rates (pdf, 138 Kb)
Derivatives Market
Derivatives market minimum initial margin rates (pdf, 77 Kb)
Standardized OTC derivatives
Standardized OTC derivatives risk parameters (pdf, 50 Kb)
Please ensure that available liquidity is sufficient to cover your obligations following the potential re-evaluation. Should clearing members fail to meet margin requirements, National Clearing Centre is to apply procedures for forced closure of positions as set forth in the clearing rules.
