18.12.2023 18:32
Risk parameters for the new premium index options on the Derivatives market
CCP NCC sets the following risk parameters for the new premium index options on the Derivatives market starting from December, 19th 2023:
| Underlying | Market risk rates | Concentration limits | Collateral for stress | ||||
| MR_1 | MR_2 | MR_3 | LK1 | LK2 | UP | DOWN | |
| IMX | 15% | 21% | 28% | 430 000 | 2 150 000 | 6% | 6% |
Other risk parameters will be available on the NCC website from December, 19th 2023.- https://www.nationalclearingcentre.com/catalog/530902