16.05.2025 14:27
Risk parameters change for new futures on Derivatives market
CCP NCC changes the following risk parameters for new futures on Derivatives market starting from 7 p.m. of May, 19th 2025:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| COFFEE | 10% | 16% | 24% | 33 200 | 166 000 |
Risk parameters will be available on the NCC website from May, 20th 2025.- https://www.nationalclearingcentre.com/catalog/530902