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
1
USD
RUB
7.5%
9.5%
11.5%
15%
17%
19%
2
USDF
10%
12%
14%
20%
22%
24%
3
EUR
4
EURF
5
GBP
8.5%
10.5%
12.5%
16%
18%
6
CHF
7
HKD
8
JPY
8%
15.5%
17.5%
19.5%
9
CNY
10
SLV
25%
32%
21.5%
27.5%
34.5%
11
GLD
21%
28.5%
12
XAU