News

CCP NCC will set the following risk parameters on FX and precious metals market starting from February 25th, 2022:

Asset1

Asset2

Current market risk rates

New market risk rates

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

1

USD

RUB

7.5%

9.5%

11.5%

15%

17%

19%

2

USDF

RUB

10%

12%

14%

20%

22%

24%

3

EUR

RUB

7.5%

9.5%

11.5%

15%

17%

19%

4

EURF

RUB

10%

12%

14%

20%

22%

24%

5

GBP

RUB

8.5%

10.5%

12.5%

16%

18%

20%

6

CHF

RUB

8.5%

10.5%

12.5%

16%

18%

20%

7

HKD

RUB

7.5%

9.5%

11.5%

15%

17%

19%

8

JPY

RUB

8%

10%

12%

15.5%

17.5%

19.5%

9

CNY

RUB

7.5%

9.5%

11.5%

15%

17%

19%

10

SLV

RUB

19%

25%

32%

21.5%

27.5%

34.5%

11

GLD

RUB

8%

14%

21%

15.5%

21.5%

28.5%

12

XAU

RUB

8%

14%

21%

15.5%

21.5%

28.5%