05.08.2025 18:41

Risk parameters changes on Derivatives market

CCP NCC changes the following risk parameters for futures on Derivatives market starting from 7 p.m. of August, 11^th 2025:

CCP NCC sets addon for 1^st level of market risk rate (MRAddon Up/ MRAddon Down):

Underlying	Futures number	MR_Addon Up/ MR_Addon Down, points
BR	2	0.011/0.011
BRM	2	0.011/0.011
SPYF	2	0.004/0.004
Eu	2-4	0.002/0.002
GAZR	2	0.015/0.015
SBRF	2	0.005/0.005
LKOH	2	0.017/0.017
SILV	2	0.006/0.006
YDEX	2	0.003/0.003
ROSN	2	0.011/0.011
RTS	2-4	0.007/0.007
RTSM	2	0.007/0.007
MIX	2	0.003/0.003
MXI	2	0.003/0.003

Risk parameters will be available on the NCC website from August, 12^th 2025.- https://www.nationalclearingcentre.com/catalog/530902

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form

Main news

06.08.25	Risk parameters change for the security RU000A10A6B8
06.08.25	Risk parameters change for the security RU000A0JVUP7
06.08.25	Risk parameters change for the security RU000A10A125
06.08.25	Risk parameters on Securities market
05.08.25	Risk Parameters Change for the Securities
05.08.25	Risk parameters changes on Derivatives market
05.08.25	Risk parameters change for the security RU000A0JVUP7
05.08.25	Risk parameters changes on Derivatives market
05.08.25	Risk parameters change for the security RU000A10B9S5
All news