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

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