NCC | Risk parameters change on FX, Derivatives and Sta

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25 February 2022 Risk parameters change on FX, Derivatives and Standardized OTC derivatives market

CCP NCC will set the following risk parameters on FX and precious metals market starting from February 28th, 2022:

FX market

№	Asset	Current market risk rates			New market risk rates
№	Asset	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	USD	15%	17%	19%	10%	12%	14%
2	USDF	20%	22%	24%	15%	17%	19%
3	EUR	15%	17%	19%	10%	12%	14%
4	EURF	20%	22%	24%	15%	17%	19%
5	GBP	16%	18%	20%	11%	13%	15%
6	CHF	16%	18%	20%	11%	13%	15%
7	HKD	15%	17%	19%	10%	12%	14%
8	JPY	15.5%	17.5%	19.5%	11%	13%	15%
9	CNY	15%	17%	19%	10%	12%	14%

Derivative market

№	Underlying	Current market risk rates			New market risk rates from 7:00 p.m. 25.02.2022
№	Underlying	MR1	MR2	MR3	MR1	MR2	MR3
1	Si	15%	17%	19%	10%	12%	14%
2	Eu	15%	17%	19%	10%	12%	14%
3	CY	15%	17%	19%	10%	12%	14%

Standardized OTC derivatives market

#	Description	Currency	Current FX rates	FX risk rate from 7:00 p.m. 25.02.2022
1	FX Risk Rate	USD	15%	10%
2		EUR	15%	10%
3		CHF	16%	11%