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06.04.2026 15:35

Risk parameters for new futures on Derivatives market

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 06.04.2026:

  1. Market risk rates and concentration limits:
Underlying Market risk rates Concentration limit, pcs
MR1 MR2 MR3 LK1 LK2
CHMFM 20% 26% 33% 156 978 784 890
DOMRF 25% 31% 38% 43 840 219 200
  1. CHMFM contract will be included in intercontract spread group with 100% of IM discount.
ICS IM discount Value of window_size, in fractions
CHMF_CHMFM 100% 0
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