24.02.2025 15:29
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 February, 24th 2025:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| INDIA | 10% | 14% | 18% | 12 860 | 64 300 |
Other risk parameters will be available on the NCC website from February, 25th 2025.- https://www.nationalclearingcentre.com/catalog/530902