CCP NCC is changing risk parameters on FX market starting from September 13, 2022
1. Interest risk rate:
Asset
Current interest risk rate,
percent per annum
Interest risk rate from 13.09.2022,
percent per annum
CNYRUB_TOM6M
3%
6%
2. Ratio of the swap Indicative Rates to the swap Price Band. Set for instruments without full prefunding when settlement dates coincide with the swap maturity dates, first leg maturity TOM:
