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29.11.18


Risk Parameters for Japanese yen/Russian ruble currency pair


CCP NCC sets the following risk parameters for JPY currency starting from December 3, 2018:

Currency

Description

Market risk rate

Short sell ban

1st level,
S_1_min

2nd level,
S_2_min

3rd level,
S_3_min

JPY

Japanese yen

100%

100%

100%

Yes