01.09.2025 18:06
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. September, 3rd 2025:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| PLZLM | 17% | 23% | 30% | 170 610 | 853 050 |
- PLZLM and PLZL contracts will be included in intercontract spread group with 100% of IM discount. CCP NCC sets parameter window_size = 0 (discount within the group = (1 – window_size)).
Risk parameters will be available on the NCC website from September, 4th 2025.- https://www.nationalclearingcentre.com/catalog/530902