16.07.2026 15:25
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 03.08.2026:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| SP500F | 10% | 14% | 19% | 12 258 | 61 290 |
| QQQF | 10% | 14% | 19% | 11 163 | 55 813 |
- SP500F and QQQF contracts will be included in intercontract spread group with 70% of IM discount.
| Intercontract spread group | ICS | IM discount | Value of window_size, in fractions |
| SPYF_NASD | SPYF | 70% | 0,3 |
| QQQ | |||
| SP500F | |||
| QQQF |