17.12.2024 17:50
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 December, 18th 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| T | 30% | 36% | 43% | 65 145 | 325 725 |
Other risk parameters will be available on the NCC website from December, 19th 2024.- https://www.nationalclearingcentre.com/catalog/530902