NCC | Risk parameters change on the FX and Derivatives

News

24 May 2023 Risk parameters change on the FX and Derivatives market

CCP NCC sets the following risk parameters:
FX:

№	Ticker	Current market risk rates			New market risk rates from 26.05.2023
№	Ticker	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	TRY	20%	32%	45%	30%	42%	55%

Derivatives market:

№	Underlying	Current market risk rates			New market risk rates from 7 p.m. 25.05.2023
№	Underlying	MR1	MR2	MR3	MR1	MR2	MR3
1	TRY	20%	32%	45%	30%	42%	55%
2	UTRY	15%	24%	34%	25%	34%	44%