01.10.2024 14:26
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 October, 2nd 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, # of shares | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| SFIN | 50% | 80% | 95% | 54 939 | 274 696 |
Other risk parameters will be available on the NCC website from October, 3rd 2024.- https://www.nationalclearingcentre.com/catalog/530902