12.02.2026 19:34
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 February, 17nd 2026:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| GOLDM | 7% | 10% | 13% | 59 490 | 297 440 |
- GOLDM contracts will be included in intercontract spread group with 50% of IM discount.
| ICS | IM discount | Value of window_size, in fractions |
|---|---|---|
| GOLD_SILV | 50% | 0.5 |