News

CCP NCC sets the following risk parameters on FX and precious metals market for Japanese yen starting from May 14, 2019:

1. Market risk rates and concentration limits

Asset Description Current market risk rates New market risk rates New concentration limits
1st level, S_1_min 2nd level, S_2_min 3rd level, S_3_min 1st level, S_1_min 2nd level, S_2_min 3rd level, S_3_min 1st level 2nd level
JPY Japanese yen 100% 100% 100% 8% 10% 12% 850 000 4 250 000

2. Scenarios for stress collateral calculation

Asset Description Scen_UP Scen_DOWN
JPY Japanese yen 5% 2%