CCP NCC sets the following risk parameters on Derivatives market starting from 2:00 pm April 28, 2020:
1. Margin rates:
№
Underlying
Current margin rates
New margin rates
MR1
MR2
MR3
1
CL
50%
55%
63%
65%
70%
78%
2. Interest risk rates:
Key terms (m)
Interest risk rate (IR(m))
1 day
0%
10 days
3. The maximum number of changes in the limits of the Price Band during the Settlement Period:
AutoShiftNumMR
