28.04.2023 12:34
Risk parameters for futures on Derivatives market
CCP NCC changes concentration limits for futures on Derivatives market starting from 7 p.m. of May, 02nd 2023:
| Underlying | Current Concentration limits | Concentration limits from 7 p.m. 02.05.2023 | ||
| LK1 | LK2 | LK1 | LK2 | |
| MIX | 3 582 | 17 910 | 4 300 | 21 500 |
| MXI | 34 078 | 170 390 | 43 000 | 215 000 |
| RTS | 18 578 | 92 890 | 19 022 | 95 110 |
| RTSM | 177 052 | 885 260 | 190 220 | 951 100 |