Moscow Exchange: Risk Parameters Change On Derivatives Market And FX And Precious Metals Market

News

CCP NCC is changing risk parameters for silver:

№	Underlying	Futures on	Current market risk rates	Market risk rates starting from 2:00 p.m. on February 2, 2021
MR1	MR2	MR3	MR1	MR2	MR3
1	SILV	Silver	14%	19%	27%	17%	22%	30%
2	SLV	Deliverable futures contract on silver	16%	22%	29%	19%	25%	32%

№

Underlying

Futures on

Current market risk rates

Market risk rates starting from
2:00 p.m. on February 2, 2021

MR1

MR2

MR3

MR1

MR2

MR3

SILV

Silver

14%

19%

27%

17%

22%

30%

SLV

Deliverable futures contract on silver

16%

22%

29%

19%

25%

32%

№	Asset	Name	Current market risk rates			Market risk rates starting from February 3, 2021
№	Asset	Name	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	SLV	silver	16%	22%	29%	19%	25%	32%