11.08.2025 13:41
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, 11th 2025:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| TLT | 6% | 7% | 10% | 8 030 | 40 150 |
Risk parameters will be available on the NCC website from August, 12th 2025.- https://www.nationalclearingcentre.com/catalog/530902