11.12.2023 13:13
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 December, 12th 2023:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limits | |||
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| SOFL | 70% | 80% | 95% | 1 165 420 | 5 827 100 |
| ASTR | 50% | 80% | 95% | 372 478 | 1 862 390 |
Other risk parameters will be available on the NCC website from December, 12th 2023.- https://www.nationalclearingcentre.com/catalog/530902