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16 February 2023
Risk parameters change on the FX and precious metals market and Derivatives market
CCP
NCC sets the following risk parameters:
FX and precious metals market:
№
Ticker
Current market risk rates
New market risk rates
fr
om 28.02.2023
Current concentration limits
N
e
w concentration limits
fr
o
m 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
N
ew 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