01.07.2024 13:47
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 July, 1st 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| EM | 7% | 11% | 16% | 10 000 000 | 50 000 000 |
Other risk parameters will be available on the NCC website from July, 2nd 2024.- https://www.nationalclearingcentre.com/catalog/530902