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 August, 4^th 2025:

1. Market risk rates and concentration limits:
   
   

   Underlying	Market risk rates			Concentration limit, pcs
   	MR1	MR2	MR3	LK1	LK2
   ETHA	35%	56%	79%	87 800	439 000

   
   
2. IBIT and ETHA contracts will be included in intercontract spread group with 40% of IM discount. CCP NCC sets parameter window_size = 0.6 (discount within the group = (1 – window_size)).

Risk parameters will be available on the NCC website from August, 5^th 2025.- https://www.nationalclearingcentre.com/catalog/530902