CCP NCC sets the following risk parameters on FX and precious metals market starting from March 29, 2021:

1. XAU will be set as eligible collateral
2. XAU and GLD will be included into inter-product spread groups.
3. The new structure of inter-product spread groups will be set:

       4. Risk rates for FX currency pairs with XAU and GLD for calculation of inter-product spread group discounts will be set: