13.11.2023 13:08
Risk parameters for new futures on the Derivatives market
CCP NCC sets the following market risk rates and concentration limits and other risk parameters for the new futures on the Derivatives market starting from November, 14th 2023:
| Underlying | Market risk rates | Concentration limits | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| IMOEX | 15% | 21% | 28% | 430 000 | 2 150 000 |
Other risk parameters will be available on the NCC website from November, 14th 2023.- https://www.nationalclearingcentre.com/catalog/530902