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
S_1_min
S_2_min
S_3_min
1
USD
15%
17%
19%
10%
12%
14%
2
USDF
20%
22%
24%
3
EUR
4
EURF
5
GBP
16%
18%
11%
13%
6
CHF
7
HKD
8
JPY
15.5%
17.5%
19.5%
9
CNY
Derivative market
Underlying
from 7:00 p.m. 25.02.2022
MR1
MR2
MR3
Si
Eu
CY
Standardized OTC derivatives market
#
Description
Currency
Current FX rates
FX risk rate
FX Risk Rate