01.06.2026 16:01
Risk parameters for new futures on Derivatives market
CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 01.06.2026:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| TSM | 21% | 34% | 47% | 342 | 1708 |
| ASML | 22% | 35% | 50% | 847 | 4231 |
| SAP | 23% | 37% | 52% | 786 | 3927 |
| SONY | 24% | 38% | 54% | 6241 | 31201 |
| PDD | 50% | 70% | 90% | 1462 | 7309 |
| JDCOM | 24% | 38% | 54% | 4527 | 22633 |
| NOVARTIS | 13% | 21% | 30% | 909 | 4545 |
| TOYOTA | 17% | 27% | 39% | 731 | 3654 |