If market volatility does not significantly increase by December 26, 2018, risk parameters will be equal to the values listed below.
Standardized OTC Derivatives market
CCP NCC sets the following FX risk rates on Standardized OTC Derivatives market from 5:00 pm on December 27, 2018 till 5:00 pm on January 9, 2019:
№
Name
Currency
Current FX risk rate
FX risk rate
from 5:00 pm 27.12.2018
till 5:00 pm 09.01.2019
1
FX Risk Rate
USD
6%
10%
2
EUR
