NCC | Risk Parameters change on Derivatives market

14 January 2021 Risk Parameters change on Derivatives market

CCP NCC is changing risk parameters for Brent (BR) and Light Sweet Crude Oil (CL) futures on Derivatives market starting from 7:00 p.m. on January 14, 2021:

№	Underlying	Futures on	Current market risk rates			Market risk rates starting from 7:00 p.m. on January 14, 2021
№	Underlying	Futures on	MR1	MR2	MR3	MR1	MR2	MR3
1	BR	Brent Oil	20%	25%	33%	15%	20%	28%
2	CL	Light Sweet Crude Oil	30%	35%	43%	20%	25%	33%