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18.12.18


Risk Parameters on the Standardized OTC Derivatives market during New Year/Christmas Public Holidays


If market volatility does not significantly increase by December 26, 2018, risk parameters will be equal to the values listed below.

 

Standardized OTC Derivatives market

CCP NCC sets the following FX risk rates on Standardized OTC Derivatives market from 5:00 pm on December 27, 2018 till 5:00 pm on January 9, 2019:

Name

Currency

Current FX risk rate

FX risk rate

from 5:00 pm 27.12.2018

till 5:00 pm 09.01.2019

1

FX Risk Rate

USD

6%

10%

2

FX Risk Rate

EUR

6%

10%