17.11.2025 15:12
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 November, 17th 2025:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| BTC | 25% | 39% | 65% | 107 030 | 535 150 |
| ETH | 35% | 56% | 79% | 124 490 | 622 450 |
- BTC, ETH, IBIT and ETHA contracts will be included in intercontract spread group with IM discount.
| ICS | IM discount | Value of window_size, in fractions |
|---|---|---|
| BTC_IBIT | 80% | 0.2 |
| IBIT_ETHA | 40% | 0.6 |
| BTC_ETHA | 40% | 0.6 |
| ETH_ETHA | 40% | 0.6 |
Risk parameters will be available on the NCC website from November, 18th 2025.- https://www.nationalclearingcentre.com/catalog/530902