Risk parameters change for KZT/RUB on the Currency Market

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20.06.2025 19:49
CCP NCC changes Interest risk rates on the Currency market starting from June 23rd, 2025:
Asset | Term | Current interest risk growth rate, percent per annum | Current interest risk fall rate, percent per annum | Interest risk growth rate from 06/23/2025, percent per annum | Interest risk fall rate from 06/23/2025, percent per annum |
KZTRUB | 1 day | 40% | 40% | 63% | 63% |
KZTRUB | 1 week | 12% | 12% | 46% | 46% |
KZTRUB | 2 weeks | 10% | 10% | 50% | 50% |
KZTRUB | 1 month | 10% | 10% | 59% | 59% |
KZTRUB | 2 months | 8% | 8% | 55% | 55% |
KZTRUB | 3 months | 8% | 8% | 45% | 45% |
KZTRUB | 6 months | 3% | 3% | 29% | 29% |
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