NCC | Risk parameters change on Derivatives market befo

16 September 2019 Risk parameters change on Derivatives market before trading session start

According to the Risk parameters methodology on Derivatives market before trading session start on September 16, 2019 upper bound of price band and risk bound will be changed for futures on BRENT oil (BR) and Light Sweet Crude Oil (CL). Market risk rates will be set as follows:

№	Underlying	Futures contract	Current market risk rates			New Market risk rates
№	Underlying	Futures contract	MR1	MR2	MR3	MR1	MR2	MR3
1	BR	BRENT oil	10%	15%	23%	13%	18%	26%
2	CL	Light Sweet Crude Oil	10%	15%	23%	13%	18%	26%