News

CCP NCC sets the following risk parameters:
FX and precious metals market:

Ticker Current market risk rates New market risk rates
from 28.02.2023
Current concentration limits New concentration limits
from 28.02.2023
MR1 MR2 MR3 MR1 MR2 MR3 LK1 LK2 LK1 LK2
1 BYN 30% 50% 100% 20% 50% 100% 737,000 3,685,000 2,600,000 13,000,000
2 KZT 20% 50% 100% 15% 50% 100% 384,500,000 1,922,500,000 838,400,000 4,192,000,000
3 TRY 20% 50% 100% 20% 32% 45% 4,130,000 20,650,000 4,130,000 20,650,000
4 HKD 15% 17% 19% 15% 22% 35% 20,000,000 100,000,000 4,600,000 23,000,000
5 SLV 20% 25% 33% 15% 24% 34% 30,000,000 150,000,000 1,054,000 5,270,000
6 GLD 10% 16% 23% 10% 16% 23% 1,000,000 5,000,000 213,000 1,065,000

 

Derivatives market:

Underlying Current market risk rates New market risk rates
from 7 p.m. 27.02.2023 г.
Current concentration limits New concentration limits
from 7 p.m. 27.02.2023
MR1 MR2 MR3 MR1 MR2 MR3 LK1 LK2 LK1 LK2
1 SLV 20% 25% 33% 15% 24% 34% 30,000,000 150,000,000 1,054,000 5,270,000
2 GLD 10% 16% 23% 10% 16% 23% 1,000,000 5,000,000 213,000 1,065,000