04.09.2026 17:31
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 07.09.2026:
1. Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| AMDF | 19% | 30% | 42% | 252 | 1260 |
| AMZNF | 13% | 21% | 29% | 452 | 2262 |
| NFLXF | 18% | 33% | 41% | 1424 | 7121 |
| TSLAF | 20% | 32% | 46% | 323 | 1616 |
| COHRF | 20% | 32% | 45% | 424 | 2120 |
| LITEF | 19% | 32% | 90% | 133 | 668 |
| HOODF | 30% | 47% | 90% | 1102 | 5511 |
| APPF | 26% | 43% | 58% | 366 | 1834 |
| NBISF | 50% | 70% | 90% | 575 | 2878 |
| SNDKF | 30% | 47% | 73% | 73 | 367 |
CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 14.09.2026:
2. Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| BSXF | 12% | 17% | 25% | 2420 | 12100 |
| CMGF | 20% | 32% | 45% | 3061 | 15307 |
| LULUF | 22% | 35% | 49% | 957 | 4789 |
| SMCIF | 41% | 65% | 90% | 3151 | 15755 |
| PANWF | 28% | 44% | 63% | 320 | 1603 |
| CVNAF | 41% | 65% | 92% | 1607 | 8035 |
| CRWDF | 19% | 30% | 42% | 535 | 2676 |
| UBERF | 17% | 30% | 39% | 1524 | 7623 |
| DASHF | 21% | 33% | 90% | 502 | 2514 |
| COINF | 35% | 55% | 78% | 646 | 3234 |