09.07.2026 16:29
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 13.07.2026:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| WTI | 21% | 33% | 45% | 125 928 | 629 641 |
- WTI contract will be included in intercontract spread group with 70% of IM discount.
| ICS | IM discount | Value of window_size, in fractions |
| BR | 70% | 0,3 |
| BRM | ||
| WTI |