18.09.2026 17:26
Risk parameters changes on Securities and Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 11:50 p.m. of September, 21st 2026.
| Underlying | Current market risk rates | Concentration limit, pcs | |||
| MR_1 | MR_2 | MR_3 | LK1 | LK2 | |
| BTCUSDF | 22% | 36% | 62% | 107 030 | 535 150 |
| ETHUSDF | 35% | 56% | 79% | 124 490 | 622 450 |
| SOLUSDF | 38% | 57% | 92% | 1 781 | 8 905 |
| XRPUSDF | 43% | 70% | 100% | 961 | 4 807 |
| TRXUSDF | 30% | 55% | 86% | 4 103 | 20 516 |
| XRP | 43% | 70% | 100% | 961 | 4 807 |
| TRX | 30% | 55% | 86% | 4 103 | 20 516 |
Contracts will be included in intercontract spread group with following parameters:
| ICS | Underlying Asset | IM discount | Value of window_size, in fractions |
| IBIT_ETHA | IBIT | 80% | 0.2 |
| BTC | |||
| BTCUSDF | |||
| ETHA | 40% | 0.6 | |
| ETH | |||
| ETHAA* | |||
| ETHUSDF | |||
| SOL_SOLUSDF | SOL | 98% | 0.02 |
| SOLUSDF | |||
| XRP_XRPUSDF | XRP | 98% | 0.02 |
| XRPUSDF | |||
| TRX_TRXUSDF | TRX | 98% | 0.02 |