16.12.2024 13:50
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 December, 16th 2024:
Market risk rates and concentration limits:
Underlying | Market risk rates | Concentration limit, pcs | |||
---|---|---|---|---|---|
MR1 | MR2 | MR3 | LK1 | LK2 | |
MOEXCNY | 12% | 19% | 27% | 79 950 | 399 750 |
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