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
1.4
1.1
15%
20%
