09.09.2024 15:22
Risk parameters for new futures on the Derivatives market
CCP NCC sets the following risk parameters for new futures on the Derivatives market starting from 7 p.m. of September, 9th 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| RASP | 17% | 23% | 30% | 247 087 | 1 235 435 |
Other risk parameters will be available on the NCC website from September, 10th 2024.- https://www.nationalclearingcentre.com/catalog/530902