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23 September 2020

CCP NCC sets the following risk parameters on Derivatives market:

  • starting from 7:00 pm on September 23, 2020:

№

Underlying

Current AutoShiftNumMR

New AutoShiftNumMR

1

AFKS

2

10

2

CL

7

10

3

FIVE

2

10

4

PLZL

2

10

5

TCSI

2

10
  • starting from 7:00 pm on September 24, 2020:

№

Underlying

Current market risk rates

New market risk rates

MR1

MR2

MR3

MR1

MR2

MR3

1

1MDR

1.5%

1.5%

1.5%

1.5%

2.5%

4.5%

2

1MFR

1.5%

1.5%

1.5%

1.5%

2.5%

4.5%

3

RUON

1.5%

1.5%

1.5%

1.5%

2.5%

4.5%