03.04.2025 17:25
Risk parameters change for new futures on Derivatives market
CCP NCC changes the following risk parameters for new futures on the Derivatives market starting from 7 p.m. of April, 7th 2025:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| TTF | 32% | 50% | 71% | 2 672 | 13 360 |
Risk parameters will be available on the NCC website from April, 8th 2025.- https://www.nationalclearingcentre.com/catalog/530902