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
MR1
MR2
MR3
1
GOLD
on Gold
6%
9%
14%
10%
13%
18%
2
SILV
on Silver
15%
23%
16%
21%
29%
3
GLD
Deliverable futures contract on gold
8%
12%
25%
4
SLV
Deliverable futures contract on silver
24%
31%
2. on FX market starting from August 4, 2020:
Description
New market risk rates
S_1_min
S_2_min
S_3_min
Gold
Silver