19.11.2025 14:23
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, 19th 2025:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| SILVM | 11% | 16% | 24% | 856 310 | 4 281 550 |
| Underlying | Current concentration limits, pcs | Concentration limits from 7 p.m. of November, 19th 2025 | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| SILV | 128 600 | 643 000 | 856 310 | 4 281 550 |
- SILV, SILVM and GOLD contracts will be included in intercontract spread group with 50% of IM discount. CCP NCC sets parameter window_size = 0.5 (discount within the group = (1 – window_size)).
| ICS | IM discount | Value of window_size, in fractions |
|---|---|---|
| SILV_SILVM | 50% | 0.5 |
| SILV_GOLD | 50% | 0.5 |
| SILVM_GOLD | 50% | 0.5 |
Risk parameters will be available on the NCC website from November, 20th 2025.- https://www.nationalclearingcentre.com/catalog/530902