NCC | Risk parameters change on FX Market and on Deriva

29 November 2024 Risk parameters change on FX Market and on Derivatives market

CCP NCC sets the following risk parameters on FX market starting from November 29th, 2024 and on Derivatives market starting from 7 p.m. on November 28th, 2024:

1. Market risk rates on FX market:

Ticker	Current market risk rates, %			Market risk rates from 29.11.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
BYN	20%	50%	100%	15%	25%	35%

2. Market risk rates on Derivatives market:

Underlying	Current market risk rates, %			Market risk rates from 7 p.m. 28.11.2024 г., %
Underlying	MR1	MR2	MR3	MR1	MR2	MR3
BYN	20%	50%	100%	15%	25%	35%