30.05.2016, 19:57
FX market Risk Parameters Change
OREANDA-NEWS. NCC Clearing Bank is changing risk parameters starting from 31 may 2016 according to the tables below.
Minimum Initial Margin for the Interest Rate Risk
Currency pair | Tenor |
---|---|
TODTOM | |
USD/RUB | 40% |
EUR/RUB | 40% |
CNY/RUB | 40% |
GBP/RUB | 40% |
HKD/RUB | 40% |
BYR/RUB | 40% |
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