If market volatility does not significantly increase by December 26, 2019, risk parameters will be equal to the values listed below.
The FX and Precious Metals, Equity & Bond and Deposit, Derivatives, Standardized OTC Derivatives Markets will operate as usual on 3, 6 and 8 January, 2020. NCC will carry out clearing mark-to-Market sessions and issue margin calls which are to be fulfilled at the time specified by Clearing Rules.
FX and precious metals market
CCP NCC sets the following risk parameters on FX and precious metals market from December 27, 2019 till January 9, 2020 inclusively:
|
№ |
Name |
Description |
Current market risk rates |
Market risk rates from 27.12.2019 till 09.01.2020 |
||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
|||
|
1 |
USD |
US dollar |
6% |
8% |
10% |
8% |
10% |
12% |
|
2 |
EUR |
Euro |
6% |
8% |
10% |
8% |
10% |
12% |
|
3 |
CNY |
Renminbi |
6% |
8% |
10% |
8% |
10% |
12% |
|
4 |
HKD |
Hong Kong dollar |
6% |
8% |
10% |
8% |
10% |
12% |
|
5 |
GBP |
Pound sterling |
7% |
9% |
11% |
9% |
11% |
13% |
|
6 |
CHF |
Swiss franc |
7% |
9% |
11% |
9% |
11% |
13% |
|
7 |
JPY |
Japanese yen |
8% |
10% |
12% |
11% |
13% |
15% |
|
8 |
GLD |
Gold |
8% |
14% |
21% |
10% |
16% |
23% |
|
9 |
SLV |
Silver |
12% |
18% |
25% |
16% |
22% |
29% |
|
10 |
USDF |
USD/RUB fixing |
10% |
12% |
14% |
12.5% |
14.5% |
16.5% |
|
11 |
EURF |
EUR/RUB fixing |
10% |
12% |
14% |
12.5% |
14.5% |
16.5% |
Cross-currency pairs:
|
№ |
Asset1 |
Asset2 |
Description |
Current effective market risk rates SVal1/Val2 |
Effective market risk rates SVal1/Val2 from 27.12.2019 till 09.01.2020 |
|
1 |
EUR |
USD |
Euro / US dollar |
3.5% |
4.5% |
|
2 |
GBP |
USD |
Pound sterling / US dollar |
5% |
6% |
|
3 |
CHF |
HKD |
Swiss franc / Hong Kong dollar |
5% |
6% |
|
4 |
GBP |
HKD |
Pound sterling / Hong Kong dollar |
5% |
6% |
|
5 |
GBP |
EUR |
Pound sterling / Euro |
5% |
6% |
|
6 |
CHF |
CNY |
Swiss franc / Renminbi |
5% |
6% |
|
7 |
GBP |
CNY |
Pound sterling / Renminbi |
5% |
6% |
|
8 |
EUR |
CHF |
Euro / Swiss franc |
5% |
6% |
|
9 |
GBP |
CHF |
Pound sterling / Swiss franc |
5% |
6% |
|
10 |
EUR |
HKD |
Euro / Hong Kong dollar |
4% |
5% |
|
11 |
USD |
HKD |
US dollar / Hong Kong dollar |
4% |
5% |
|
12 |
EUR |
CNY |
Euro / Renminbi |
4% |
5% |
|
13 |
HKD |
CNY |
Hong Kong dollar / Renminbi |
4% |
5% |
|
14 |
USD |
CNY |
US dollar / Renminbi |
4% |
5% |
|
15 |
USD |
CHF |
US dollar / Swiss franc |
4% |
5% |
|
16 |
USD |
JPY |
US dollar / Japanese yen |
5% |
6% |
|
17 |
EUR |
JPY |
Euro / Japanese yen |
5% |
6% |
|
18 |
GBP |
JPY |
Pound sterling / Japanese yen |
5% |
6% |
|
19 |
CHF |
JPY |
Swiss franc / Japanese yen |
5% |
6% |
|
20 |
CNY |
JPY |
Renminbi / Japanese yen |
5% |
6% |
|
21 |
HKD |
JPY |
Hong Kong dollar / Japanese yen |
5% |
6% |
Securities market
CCP NCC sets the following risk parameters on Securities market from December 27, 2019 till January 9, 2020 inclusively:
Shares, DRs, ETFs:
|
№ |
Ticker |
Name |
Current market risk rates |
Market risk rates from 27.12.2019 till 09.01.2020 |
||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
|||
|
1 |
AFLT |
Aeroflot |
17% |
23% |
34% |
21% |
27% |
38% |
|
2 |
ALRS |
ALROSA ao |
17% |
23% |
34% |
21% |
27% |
38% |
|
3 |
CHMF |
Severstal - ao |
17% |
23% |
36% |
21% |
27% |
40% |
|
4 |
GAZP |
Gazprom |
17% |
21% |
28% |
21% |
25% |
32% |
|
5 |
GMKN |
NorNickel GMK |
17% |
21% |
28% |
21% |
25% |
32% |
|
6 |
HYDR |
RusGidro |
17% |
23% |
36% |
21% |
27% |
40% |
|
7 |
LKOH |
LUKOIL |
17% |
21% |
28% |
21% |
25% |
32% |
|
8 |
MAGN |
MMK |
17% |
23% |
34% |
21% |
27% |
38% |
|
9 |
MGNT |
Magnit |
17% |
24% |
38% |
21% |
28% |
42% |
|
10 |
MOEX |
MoscowExchange |
17% |
23% |
31% |
21% |
27% |
35% |
|
11 |
MTSS |
MTS |
17% |
23% |
34% |
21% |
27% |
38% |
|
12 |
NLMK |
NLMK ao |
17% |
24% |
38% |
21% |
28% |
42% |
|
13 |
NVTK |
NOVATEK |
17% |
23% |
34% |
21% |
27% |
38% |
|
14 |
ROSN |
Rosneft |
17% |
21% |
28% |
21% |
25% |
32% |
|
15 |
SBER |
Sberbank |
17% |
21% |
28% |
21% |
25% |
32% |
|
16 |
SNGS |
Surgut |
17% |
23% |
34% |
21% |
27% |
38% |
|
17 |
SNGSP |
Surgut-pref |
17% |
21% |
28% |
21% |
25% |
32% |
|
18 |
TATN |
Tatneft-3 |
17% |
24% |
37% |
21% |
28% |
41% |
|
19 |
TRNFP |
Transneft (pref) |
17% |
23% |
36% |
21% |
27% |
40% |
|
20 |
VTBR |
VTB |
17% |
21% |
28% |
21% |
25% |
32% |
|
21 |
SBERP |
Sberbank (pref) |
18% |
21% |
28% |
22% |
25% |
32% |
|
22 |
YNDX |
PLLC Yandex N.V. |
20% |
25% |
35% |
25% |
30% |
40% |
|
23 |
FEES |
FSK EES |
21% |
30% |
47% |
26% |
35% |
52% |
|
24 |
RSTI |
Rosseti ao |
21% |
30% |
47% |
26% |
35% |
52% |
|
25 |
RTKM |
Rostelecom |
23% |
33% |
45% |
28% |
38% |
50% |
|
26 |
POLY |
Polymetal International plc |
28% |
38% |
59% |
33% |
43% |
64% |
|
27 |
IRAO |
Inter RAO ao |
31% |
44% |
69% |
36% |
49% |
74% |
|
28 |
AFKS |
AFK Sistema |
35% |
49% |
78% |
40% |
54% |
83% |
|
29 |
BANE |
Bashneft ANK ao |
35% |
49% |
78% |
40% |
54% |
83% |
|
30 |
BANEP |
Bashneft ANK ap |
35% |
49% |
78% |
40% |
54% |
83% |
|
31 |
BSPB |
BSP |
35% |
49% |
78% |
40% |
54% |
83% |
|
32 |
ENRU |
Enel Russia |
35% |
49% |
78% |
40% |
54% |
83% |
|
33 |
MSNG |
MosEnrg |
35% |
49% |
78% |
40% |
54% |
83% |
|
34 |
OGKB |
OGK-2 |
35% |
49% |
78% |
40% |
54% |
83% |
|
35 |
PHOR |
PhosAgro ao |
35% |
49% |
78% |
40% |
54% |
83% |
|
36 |
PIKK |
PIK |
35% |
49% |
78% |
40% |
54% |
83% |
|
37 |
PLZL |
Polus |
35% |
49% |
78% |
40% |
54% |
83% |
|
38 |
RTKMP |
Rostelecom- (pref) |
35% |
49% |
78% |
40% |
54% |
83% |
|
39 |
SIBN |
Gazprom neft |
35% |
49% |
78% |
40% |
54% |
83% |
|
40 |
TATNP |
Tatneft (pref) |
35% |
49% |
78% |
40% |
54% |
83% |
|
41 |
TGKA |
TGK-1 |
35% |
49% |
78% |
40% |
54% |
83% |
|
42 |
UNAC |
Ob.aviastroitelnaya korp. |
35% |
49% |
78% |
40% |
54% |
83% |
|
43 |
UPRO |
Unipro PAO ao |
35% |
50% |
60% |
40% |
55% |
65% |
|
44 |
RUAL |
United Company RUSAL Plc |
35% |
49% |
78% |
40% |
54% |
83% |
|
45 |
CBOM |
MKB ao |
36% |
51% |
80% |
41% |
56% |
85% |
|
46 |
AKSP |
AKSP ETF S&P 500 |
29% |
41% |
100% |
32% |
47% |
100% |
|
47 |
FXIT |
FinEx USA IT UCITS ETF |
21% |
42% |
70% |
24% |
45% |
73% |
|
48 |
FXUS |
FinEx USA UCITS ETF |
21% |
42% |
70% |
24% |
45% |
73% |
|
49 |
FXAU |
FinEx Australia UCITS ETF |
25% |
50% |
70% |
28% |
53% |
73% |
|
50 |
FXCN |
FINEX CHINA UCITS ETF |
25% |
50% |
70% |
28% |
53% |
73% |
|
51 |
FXDE |
FINEX GERMANY UCITS ETF |
25% |
50% |
70% |
28% |
53% |
73% |
|
52 |
FXJP |
FINEX JAPAN UCITS ETF |
25% |
50% |
70% |
28% |
53% |
73% |
|
53 |
FXUK |
FINEX UK UCITS ETF |
25% |
50% |
70% |
28% |
53% |
73% |
|
54 |
SBSP |
SBSP ETF S&P 500 |
22% |
31% |
100% |
25% |
34% |
100% |
|
55 |
SBMX |
SBMX ETF MOEX Total Return |
20% |
24% |
100% |
23% |
27% |
100% |
|
56 |
FXRL |
FinEx RTS UCITS ETF USD |
25% |
50% |
70% |
28% |
53% |
73% |
|
57 |
RUSE |
ITI FUNDS RTS EQUITY ETF |
25% |
50% |
100% |
28% |
53% |
100% |
|
58 |
RUSB |
ITI FUNDS RUSSIA-FOCUSED USD |
30% |
50% |
100% |
33% |
53% |
100% |
|
59 |
FXMM |
FinEx CASH EQUIVALENTS USITS |
11% |
17% |
70% |
13% |
19% |
72% |
|
60 |
FXRB |
FinEx Rus Eurobonds ETF(RUB) |
12% |
19% |
70% |
14% |
21% |
72% |
|
61 |
FXRU |
FinEx Rus Eurobonds ETF (USD) |
12% |
19% |
70% |
14% |
21% |
72% |
|
62 |
SBCB |
SBCB ETF USD Corporate Bonds |
31% |
42% |
100% |
33% |
44% |
100% |
|
63 |
FXGD |
FinEx Gold ETF USD |
15% |
25% |
70% |
19% |
29% |
74% |
|
64 |
MNOD-ME |
ADR GMK NorilskiyNikel ORD SHS |
17% |
21% |
28% |
21% |
25% |
32% |
|
65 |
LKOD-ME |
ADR LUKOIL ORD SHS |
18% |
25% |
40% |
22% |
29% |
44% |
|
66 |
NVTK-ME |
GDR NOVATEK ORD SHS |
20% |
28% |
45% |
24% |
32% |
49% |
|
67 |
SBER-ME |
ADR Sberbank of Russia ORD SHS |
20% |
28% |
45% |
24% |
32% |
49% |
|
68 |
OGZD |
Gazprom dr |
22% |
31% |
49% |
26% |
35% |
53% |
|
69 |
MTSS-ME |
ADR MTS ORD SHS |
25% |
35% |
56% |
29% |
39% |
60% |
|
70 |
ROSN-ME |
GDR Rosneft ORD SHS |
28% |
40% |
63% |
32% |
44% |
67% |
|
71 |
SVST-ME |
GDR Severstal ORD SHS |
28% |
40% |
63% |
32% |
44% |
67% |
|
72 |
MGNT-ME |
GDR Magnit ORD SHS |
30% |
42% |
67% |
34% |
46% |
71% |
|
73 |
NLMK-ME |
GDR NLMK ORD SHS |
35% |
49% |
78% |
39% |
53% |
82% |
|
74 |
SGGD-ME |
ADR Surgutneftegaz ORD SHS |
35% |
49% |
78% |
39% |
53% |
82% |
|
75 |
VTBR-ME |
GDR Bank VTB ORD SHS |
35% |
49% |
78% |
39% |
53% |
82% |
|
76 |
TCSG |
GDR TCS Group Holding ORD SHS |
35% |
49% |
78% |
39% |
53% |
82% |
|
77 |
ATAD-ME |
ADR Tatneft ORD SHS |
37% |
52% |
83% |
41% |
56% |
87% |
|
78 |
RTKM-ME |
ADR Rostelecom ORD SHS |
37% |
52% |
83% |
41% |
56% |
87% |
|
79 |
PLZL-ME |
GDR Polys ORD SHS |
40% |
57% |
89% |
44% |
61% |
93% |
|
80 |
MMK-ME |
GDR MMK ORD SHS |
47% |
66% |
95% |
50% |
69% |
98% |
Bonds:
|
№ |
Ticker |
Name |
Current market risk rates |
Market risk rates from 27.12.2019 till 09.01.2020 |
||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
|||
|
1 |
RU000A0JWHA4 |
RUS-26 |
6% |
7% |
8% |
8% |
9% |
10% |
|
2 |
RU000A0JXTS9 |
RUS-27 |
6% |
9% |
12% |
8% |
11% |
14% |
|
3 |
RU000A0ZYYN4 |
RUS-29 |
6% |
7% |
8% |
8% |
9% |
10% |
|
4 |
RU000A0ZZVE6 |
RUS-25 EUR |
6% |
9% |
12% |
8% |
11% |
14% |
|
5 |
XS0088543193 |
RUS-28 |
6% |
9% |
12% |
8% |
11% |
14% |
|
6 |
XS0484209159 |
Rosneft Finance S.A. 02/02/20 |
6% |
9% |
12% |
8% |
11% |
14% |
|
7 |
XS0504954347 |
RUS-20 |
6% |
9% |
12% |
8% |
11% |
14% |
|
8 |
XS0767472458 |
RUS-22 |
6% |
9% |
12% |
8% |
11% |
14% |
|
9 |
XS0885733153 |
GAZ CAPITAL S.A.3.85 06/02/20 |
6% |
10% |
14% |
8% |
12% |
16% |
|
10 |
XS0906946008 |
GAZ CAPITAL SA 3.389 20/03/20 |
6% |
11% |
16% |
8% |
13% |
18% |
|
11 |
XS0971721450 |
RUS-23 |
6% |
9% |
12% |
8% |
11% |
14% |
|
12 |
XS0971722342 |
RUS-20 EUR |
6% |
9% |
12% |
8% |
11% |
14% |
|
13 |
XS0972645112 |
Eurasian Development Bank 5.00 |
6% |
11% |
16% |
8% |
13% |
18% |
|
14 |
XS1400710999 |
GTH Finance B.V. 26/04/20 |
6% |
9% |
12% |
8% |
11% |
14% |
|
15 |
XS1495632298 |
EuroChem GI DAC 3.8 12/04/20 |
6% |
9% |
12% |
8% |
11% |
14% |
|
16 |
XS1588061694 |
Alfa Holding Issuance plc2.626 |
6% |
9% |
12% |
8% |
11% |
14% |
|
17 |
XS0513723873 |
MTS INTERNATIONAL FUNDING 8.62 |
7% |
11% |
15% |
8% |
12% |
16% |
|
18 |
XS0554659671 |
LUKOIL INTERNATIONAL 6.125 09/ |
7% |
12% |
16% |
8% |
13% |
17% |
|
19 |
XS0555493203 |
ALROSA FINANCE SA REGS 7.750 0 |
7% |
10% |
13% |
8% |
11% |
14% |
|
20 |
XS0918604496 |
EDC Finance Ltd 4.875 17/4/20 |
7% |
10% |
13% |
8% |
11% |
14% |
|
21 |
XS0922301717 |
POLYUS FINANCE PLC 20 |
7% |
11% |
15% |
8% |
12% |
16% |
|
22 |
XS0982861287 |
MMC Finance Limited 5.55 28/10 |
7% |
12% |
16% |
8% |
13% |
17% |
|
23 |
XS1501561739 |
RZD CAPITAL PLC 3.45 06/10/20 |
7% |
10% |
13% |
8% |
11% |
14% |
|
24 |
US912810EY02 |
Government of the USA 15/11/26 |
12% |
15% |
18% |
14% |
17% |
20% |
|
25 |
US912810FB99 |
Government of the USA 15/11/27 |
12% |
15% |
18% |
14% |
17% |
20% |
|
26 |
US912810FE39 |
Government of the USA 5.5 |
12% |
15% |
18% |
14% |
17% |
20% |
|
27 |
US9128282F67 |
Government of the USA 31/08/21 |
12% |
15% |
18% |
14% |
17% |
20% |
|
28 |
US9128284V99 |
Government of the USA 2.875 |
12% |
15% |
18% |
14% |
17% |
20% |
|
29 |
US9128287B09 |
Government of the USA 30/06/26 |
12% |
15% |
18% |
14% |
17% |
20% |
|
30 |
US912828R366 |
Government of the USA 15/05/26 |
12% |
15% |
18% |
14% |
17% |
20% |
|
31 |
US912828T263 |
Government of the USA 30/09/23 |
12% |
15% |
18% |
14% |
17% |
20% |
|
32 |
US45905U6L39 |
IBRD 3.125 20/11/25 |
18% |
21% |
24% |
20% |
23% |
26% |
|
33 |
US45905CAA27 |
IBRD 4.75 15/02/35 |
24% |
27% |
30% |
26% |
29% |
32% |
Derivatives Market
CCP NCC sets the following risk parameters on Derivatives market from 7:00 pm 26.12.2019 till 7:00 pm 09.01.2020:
|
№ |
Underlying |
Futures contract |
Current market risk rates |
Market risk rates from 7:00 pm 26.12.2019 till 7:00 pm 09.01.2020 |
||||
|
MR1 |
MR2 |
MR3 |
MR1 |
MR2 |
MR3 |
|||
|
1 |
MIX |
MOEX Index |
10% |
16% |
22% |
12% |
18% |
24% |
|
2 |
MXI |
MOEX Index (mini) |
10% |
16% |
22% |
12% |
18% |
24% |
|
3 |
RTS |
RTS index |
10% |
16% |
23% |
13% |
19% |
26% |
|
4 |
RTSS |
RTS standard index |
15% |
24% |
34% |
17% |
26% |
36% |
|
5 |
U500 |
US stock market |
7% |
11% |
16% |
8% |
12% |
17% |
|
6 |
AFLT |
Aeroflot ordinary shares |
17% |
23% |
34% |
21% |
27% |
38% |
|
7 |
ALRS |
Alrosa ordinary shares |
17% |
23% |
34% |
21% |
27% |
38% |
|
8 |
CHMF |
Severstal ordinary shares |
17% |
23% |
36% |
21% |
27% |
40% |
|
9 |
FEES |
FGC UES ordinary shares |
21% |
30% |
47% |
26% |
35% |
52% |
|
10 |
GAZR |
Gazprom ordinary shares |
17% |
21% |
28% |
21% |
25% |
32% |
|
11 |
GMKR |
MMC Norilsk Nickel |
17% |
21% |
28% |
21% |
25% |
32% |
|
12 |
HYDR |
RusHydro ordinary shares |
17% |
23% |
36% |
21% |
27% |
40% |
|
13 |
LKOH |
LUKoil ordinary shares |
17% |
21% |
28% |
21% |
24% |
31% |
|
14 |
MAGN |
MMK ordinary shares |
17% |
23% |
34% |
21% |
27% |
38% |
|
15 |
MGNT |
Magnit ordinary shares |
17% |
24% |
38% |
21% |
27% |
41% |
|
16 |
MOEX |
Moscow exchange ordinary shares |
17% |
23% |
31% |
21% |
26% |
34% |
|
17 |
MTSI |
Mobile TeleSystems ordinary shares |
17% |
23% |
34% |
21% |
26% |
37% |
|
18 |
NLMK |
NLMK ordinary shares |
17% |
24% |
38% |
21% |
28% |
42% |
|
19 |
NOTK |
NOVATEK ordinary shares |
17% |
23% |
34% |
21% |
27% |
38% |
|
20 |
PLZL |
Polus ordinary shares |
35% |
49% |
78% |
40% |
54% |
83% |
|
21 |
ROSN |
Rosneft ordinary shares |
17% |
21% |
28% |
21% |
25% |
32% |
|
22 |
RTKM |
Rostelecom ordinary shares |
23% |
33% |
45% |
28% |
38% |
50% |
|
23 |
SBPR |
Sberbank preferred shares |
18% |
21% |
28% |
22% |
25% |
32% |
|
24 |
SBRF |
Sberbank ordinary shares |
17% |
21% |
28% |
21% |
25% |
32% |
|
25 |
SNGP |
Surgutneftegas preferred shares |
17% |
21% |
28% |
21% |
25% |
32% |
|
26 |
SNGR |
Surgutneftegas ordinary shares |
17% |
23% |
34% |
21% |
27% |
38% |
|
27 |
TATN |
Tatneft ordinary shares |
17% |
24% |
37% |
21% |
28% |
41% |
|
28 |
TRNF |
Transneft preferred shares |
17% |
23% |
36% |
21% |
27% |
40% |
|
29 |
VTBR |
VTB Bank ordinary shares |
17% |
21% |
28% |
21% |
25% |
32% |
|
30 |
Si |
USD/RUB exchange rate |
6% |
8% |
10% |
8% |
10% |
12% |
|
31 |
Eu |
EUR/RUB exchange rate |
6% |
8% |
10% |
8% |
10% |
12% |
|
32 |
CY |
CNY/RUB exchange rate |
6% |
8% |
10% |
8% |
10% |
12% |
|
33 |
AUDU |
AUD/USD exchange rate |
4% |
6% |
9% |
5.5% |
7.5% |
10.5% |
|
34 |
ED |
EUR/USD exchange rate |
3.5% |
5% |
8% |
4.5% |
6% |
9% |
|
35 |
GBPU |
GBP/USD exchange rate |
5% |
8% |
12% |
6% |
9% |
13% |
|
36 |
UCAD |
USD/CAD exchange rate |
4% |
6% |
9% |
5% |
7% |
10% |
|
37 |
UCHF |
USD/CHF exchange rate |
4% |
6% |
9% |
5% |
7% |
10% |
|
38 |
UINR |
USD/INR exchange rate |
5% |
8% |
12% |
6% |
9% |
13% |
|
39 |
UJPY |
USD/JPY exchange rate |
5% |
8% |
12% |
6% |
9% |
13% |
|
40 |
UTRY |
USD/TRY exchange rate |
15% |
24% |
34% |
17.5% |
26.5% |
36.5% |
|
41 |
UUAH |
USD/UAH exchange rate |
21% |
30% |
47% |
25% |
34% |
51% |
|
42 |
ALMN |
Aluminum |
10% |
16% |
22% |
13% |
19% |
25% |
|
43 |
BR |
BRENT |
10% |
15% |
23% |
13% |
18% |
26% |
|
44 |
CL |
Light Sweet Crude Oil |
10% |
15% |
23% |
13% |
18% |
26% |
|
45 |
Co |
Copper |
8% |
12% |
18% |
10% |
14% |
20% |
|
46 |
CU |
Copper |
8% |
12% |
18% |
10% |
14% |
20% |
|
47 |
GLD |
Deliverable gold |
8% |
14% |
21% |
10% |
16% |
23% |
|
48 |
GOLD |
Refined gold bullion |
6% |
9% |
14% |
8% |
11% |
16% |
|
49 |
Nl |
Nickel |
11% |
17% |
25% |
14% |
20% |
28% |
|
50 |
PLD |
Refined palladium bullion |
10% |
15% |
23% |
13% |
18% |
26% |
|
51 |
PLT |
Refined platinum bullion |
8% |
12% |
18% |
11% |
15% |
21% |
|
52 |
SILV |
Refined silver bullion |
10% |
15% |
23% |
12% |
17% |
25% |
|
53 |
SLV |
Silver |
12% |
18% |
25% |
16% |
22% |
29% |
|
54 |
SUGR |
Raw sugar |
15% |
22% |
34% |
19% |
26% |
38% |
|
55 |
Zn |
Zinc |
10% |
16% |
22% |
13% |
19% |
25% |
Standardized OTC Derivatives market
CCP NCC sets the following FX risk rates on Standardized OTC Derivatives market from 5:00 pm on December 26, 2019 till 5:00 pm on January 9, 2020:
|
№ |
Name |
Currency |
Current FX risk rate |
FX risk rate from 5:00 pm 26.12.2019 till 5:00 pm 09.01.2020 |
|
1 |
FX Risk Rate |
USD |
6% |
8% |
|
2 |
FX Risk Rate |
EUR |
6% |
8% |