08.08.2023 18:38
Risk parameters for futures on Derivatives market
CCP NCC changes risk parameters for futures on Derivatives market starting from 7 p.m. of August, 08th 2023:
| Underlying | Current Concentration limits | Concentration limits from 7 p.m. 08.08.2023 | ||
| LK1 | LK2 | LK1 | LK2 | |
| AED | 474 384 | 2 371 920 | 1 531 393 | 7 656 965 |
| Underlying | Current Market risk rates | Market risk rates starting from 7 p.m 08.08.2023 | ||||
| MR_1 | MR_1 | MR_3 | MR_1 | MR_1 | MR_3 | |
| AED | 20% | 32% | 45% | 15% | 22% | 35% |
CCP NCC changes Collateral for stress scenarios for futures on Derivatives market starting August, 09th 2023:
| Underlying | Current Scenarios | Scenarios starting from 09.08.2023 | ||
| Scen_UP | Scen_DOWN | Scen_UP | Scen_DOWN | |
| AED | 7% | 7% | 12% | 10% |