NCC | Risk parameters change on Derivatives markets

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14 June 2022 Risk parameters change on Derivatives markets

CCP NCC sets the following risk parameters on the Derivatives market:

№	Underlying	Current market risk rates			New market risk rates from 7:00 p.m. 14.06.2022			New market risk rates from 7:00 p.m. 16.06.2022
№	Underlying	MR1	MR2	MR3	MR1	MR2	MR3	MR1	MR2	MR3
1	BABA	23%	31%	41%	80%	88%	98%	100%	100%	100%
2	BIDU	27%	38%	50%	80%	91%	100%	100%	100%	100%