06.03.2026 17:48
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 March, 9th 2026:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| PLTM | 16% | 20% | 25% | 632 400 | 3 162 200 |
| PLDM | 19% | 26% | 33% | 282 700 | 1 413 400 |
- PLTM and PLDM contracts will be included in intercontract spread group with 100% of IM discount.
| ICS | IM discount | Value of window_size, in fractions |
|---|---|---|
| PLT_PLTM | 100% | 0 |
| PLD_PLDM | 100% | 0 |