20.05.2024 16:11
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 7 p.m. of May, 21st 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limits, rub. | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| ALIBABA | 14% | 23% | 32% | 10 000 000 | 50 000 000 |
| BAIDU | 15% | 24% | 34% | 10 000 000 | 50 000 000 |
Other risk parameters will be available on the NCC website from May, 22th 2024.- https://www.nationalclearingcentre.com/catalog/530902