CCPNCC will set the following risk parameters on Derivatives marketstarting from 10:00 a.m. March 9th, 2022:
№
Underlying
Futures contracts
Currentmarket risk rates
New market risk rates
from 10:00 a.m. 09.03.2022
MR1
MR2
MR3
MR1
MR1
MR2
1
ALMN
Aluminum futures contract
10.00%
16.00%
22.00%
20.00%
26.00%
32.00%
2
BR
Futures on Brent oil
15.00%
20.00%
28.00%
30.00%
35.00%
43.00%
3
CL
Futures on Light Sweet Crude Oil
20.00%
25.00%
33.00%
30.00%
35.00%
43.00%
4
Co
Copper futures contract
8.00%
12.00%
18.00%
20.00%
24.00%
30.00%
5
Nl
Nickel futures contract
11.00%
17.00%
25.00%
30.00%
36.00%
44.00%
6
SILV
Futures on Silver
17.00%
22.00%
30.00%
20.00%
25.00%
33.00%
7
Zn
Zinc futures contract
10.00%
16.00%
22.00%
20.00%
26.00%
32.00%
CCP NCC will increase the upside/downside risk rate to implied volatility (VR) by 20% for each key period (m) for the underlying assets below starting from 2 p.m. March 9th, 2022.
