18.08.2025 13:38
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, 18th 2025:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| HEAD | 33% | 50% | 75% | 34 202 | 171 010 |
| UPRO | 20% | 26% | 33% | 21 091 274 | 105 456 368 |
| RENI | 33% | 50% | 75% | 233 101 | 1 165 505 |
| MDMG | 33% | 50% | 75% | 24 174 | 120 870 |
- The width (in a unit fraction) of the price band for underlying asset and of the calendar spread on trading days at weekends:
| Код базового актива | Price band for underlying asset on trading days at weekends | Price band of the calendar spread on trading days at weekends |
|---|---|---|
| OffDaysTradingPriceRangeShift | OffDaysTradingRangeCS | |
| HEAD | 0.03 | 1.8 |
| UPRO | 0.03 | 1.8 |
| RENI | 0.03 | 1.8 |
| MDMG | 0.03 | 1.8 |
Risk parameters will be available on the NCC website from August, 19th 2025.- https://www.nationalclearingcentre.com/catalog/530902