23.12.2024 10:46
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, 23rd 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| BELUGA | 36% | 42% | 49% | 13 816 | 69 080 |
Other risk parameters will be available on the NCC website from December, 24th 2024.- https://www.nationalclearingcentre.com/catalog/530902