27.01.2025 15:41

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 January, 27th 2025:

Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit, pcs
Underlying	MR1	MR2	MR3	LK1	LK2
X5	70%	80%	95%	42 843	214 215

Other risk parameters will be available on the NCC website from January, 28th 2025.- https://www.nationalclearingcentre.com/catalog/530902

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