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14.09.18


Risk parameters change on FX and precious metals market


CCP NCC sets the following risk parameters on FX and precious metals market starting from September 17, 2018:

 

Ticker

Description

Spot risk rate

Concentration limits, units

1st level,
S_1_min

2nd level,
S_2_min

3rd level,
S_3_min

1st level

2nd level

TRY

Turkish lira

20%

50%

100%

54 625 000

273 125 000

KZT

Kazakhstan tenge

20%

50%

100%

1 856 000

9 280 000

BYN

Belorussian ruble

30%

50%

100%

314 000

1 570 000