30.05.2025 10:27
Risk parameters for new futures on Derivatives market
CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 7 p.m. of June, 3rd 2025:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| IBIT | 25% | 39% | 65% | 2 050 | 10 250 |
Risk parameters will be available on the NCC website from June, 4th 2025.- https://www.nationalclearingcentre.com/catalog/530902