28.11.2024 14:33
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 November, 29th 2024:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, # of shares | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| NGM | 19% | 29% | 41% | 33 236 200 | 166 181 000 |
| BRM | 12% | 18% | 26% | 3 547 706 | 17 738 528 |
Other risk parameters will be available on the NCC website from December, 2nd 2024.- https://www.nationalclearingcentre.com/catalog/530902