07.10.2024 15:19
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, 7th 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, # of shares | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| ALUM | 10% | 16% | 22% | 414 | 2 070 |
| COPPER | 10% | 16% | 22% | 1 094 | 5 470 |
| NICKEL | 15% | 24% | 34% | 616 | 3 080 |
| ZINC | 10% | 16% | 22% | 350 | 1 750 |
Other risk parameters will be available on the NCC website from October, 8th 2024.- https://www.nationalclearingcentre.com/catalog/530902