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Risk parameters change for KZT/RUB on the Currency Market

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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