NCC | Risk parameters change on Derivatives market, FX

CCP NCC sets the following risk parameters

1. on Derivatives market starting from 7:00 pm on August 3, 2020:

№	Underlying	Futures contract	Current market risk rates			New Market risk rates
№	Underlying	Futures contract	MR1	MR2	MR3	MR1	MR2	MR3
1	GOLD	on Gold	6%	9%	14%	10%	13%	18%
2	SILV	on Silver	10%	15%	23%	16%	21%	29%
3	GLD	Deliverable futures contract on gold	8%	14%	21%	12%	18%	25%
4	SLV	Deliverable futures contract on silver	12%	18%	25%	18%	24%	31%

2. on FX market starting from August 4, 2020: