CCP NCC sets the following risk parameters on Derivatives market starting from 7:00 pm on December 10, 2019 for BRENT oil (BR) and Light Sweet Crude Oil (CL) futures:
N
Underlying
Futures contract
Current market risk rates
New Market risk rates
MR1
MR2
MR3
1
BR
BRENT oil
13%
18%
26%
10%
15%
23%
2
CL
Light Sweet Crude Oil
