CCP NCC is changing the risk parameters:
1. Market risk rates on Securities market starting from September 17, 2021. For the new values please refer the link.
2. Market risk rates on Derivatives market for BABA futures starting from 7:00 pm on September 16, 2021:
№
Underlying
Futures contracts
Current market risk rates
New market risk rates
MR1
MR2
MR3
1
BABA
Futures on Alibaba Group Holding Limited depository receipts
15%
24%
34%
18%
29%
41%
3. starting from September 17, 2021. For the new values please refer the link.