NCC | Risk parameters on Securities market

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27 December 2022 Risk parameters on Securities market

CCP NCC changes the following risk parameters on Derivatives market:

№	Underlying	Current market risk rates			New market risk rates, since 19:00 09.01.2023
№	Underlying	MR1	MR2	MR3	MR1	MR2	MR3
1	ALMN	20%	26%	32%	15%	21%	27%
2	BR	30%	35%	43%	18%	23%	31%
3	Co	20%	24%	30%	15%	19%	25%
4	NG	20%	30%	42%	19%	29%	41%
5	NL	30%	36%	44%	16%	22%	30%
6	PLD	25%	30%	38%	17%	22%	30%
7	PLT	20%	24%	29%	10%	14%	19%
8	SILV	20%	25%	33%	11%	16%	24%
9	ZN	20%	26%	32%	18%	24%	30%

Underlying	Current stress scenarios		New stress scenarios since 10.01.2023
Underlying	UP	DOWN	UP	DOWN
BR	5%	5%	10%	10%