20.04.2026 16:43
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 20.04.2026:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| AI92 | 10% | 16% | 26% | 152 | 758 |
| AI95 | 11% | 16% | 23% | 143 | 715 |
| DTL | 10% | 15% | 20% | 150 | 747 |