04.06.2026 15:49
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 08.06.2026:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| USDM | 15% | 22% | 35% | 500 000 000 | 2 500 000 000 |
| EURM | 15% | 22% | 35% | 250 000 000 | 1 250 000 000 |
| UINR | 5% | 8% | 12% | 137 818 | 689 088 |
- USDM and EURM contracts will be included in intercontract spread group with 50% of IM discount.
| ICS | IM discount | Value of window_size, in fractions |
|---|---|---|
| USDM | 50% | 0,5 |
| EURM | ||
| Si | ||
| USDRUBTOM | ||
| Eu | ||
| EURRUBTOM | ||
| CNY | ||
| CNYRUBTOM |