24.10.2023 15:55
Risk parameters for new futures on the Derivatives market
CCP NCC sets the following risk parameters for new futures on the Derivatives market starting from October, 25th 2023:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limits | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| VKCO | 100% | 100% | 100% | 93 401 | 467 005 |
Other risk parameters will be available on the NCC website from October, 25th 2023.- https://www.nationalclearingcentre.com/catalog/530902