According to the Risk parameters methodology on FX market before trading session start on March 19, 2020 upper and lower bounds of price band and risk bounds will be changed on FX market. Market risk rates will be remain valid from March 20, 2020 and will be set as follows:
№
Ticker
Current market risk rates
New Market risk rates after bound changes and from 20.03.2020
MR1
MR2
MR3
MR1
MR2
MR3
1
USD
10%
12%
14%
15%
17%
19%
2
EUR
10%
12%
14%
15%
17%
19%
According to the Risk parameters methodology on Derivatives market before trading session start on March 19, 2020 upper and lower bounds of price band and risk bounds will be changed for futures on Derivatives market. Market risk rates will remain valid from 2 p.m. March 19, 2020 and will be set as follows:
№
Underlying
Current market risk rates
New Market risk rates after bound changes and from 2 p.m. 19.03.2020
MR1
MR2
MR3
MR1
MR2
MR3
1
Si
10%
12%
14%
15%
17%
19%
2
Eu
10%
12%
14%
15%
17%
19%
According to the Risk parameters methodology on Standardized OTC derivatives market before trading session start on March 19, 2020 FX risk rates will be changed. The risk rates will remain valid from 5 p.m. March 19, 2020 and will be set as follows:
№
Description
Currency
Current risk rates
New risk rates after changes and from 5 p.m. 19.03.2020
