18.07.2024 16:47
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, 22nd 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| IPO | 18% | 29% | 41% | 40 000 000 | 200 000 000 |
Other risk parameters will be available on the NCC website from July, 23rd 2024.- https://www.nationalclearingcentre.com/catalog/530902