22.12.2025 15:36

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 December, 22^nd 2025:

Underlying	Market risk rates			Concentration limit, pcs
Underlying	MR1	MR2	MR3	LK1	LK2
RGBIF	10%	11%	13%	9 355 740	46 778 700

Underlying	Market risk rates, current value	Market risk rates, from 7 p.m. of December, 22nd 2025
Underlying	MR3	MR3
RGBI	12%	13%

RGBI and RGBIF contracts will be included in intercontract spread group with IM discount.

ICS	IM discount	Value of window_size, in fractions
RGBI_RGBIF	100%	0

Risk parameters will be available on the NCC website from December, 23^rd 2025.- https://www.nationalclearingcentre.com/catalog/530902

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