News

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from July, 11th 2023:

1. Market risk rates and concentration limits:

Underlying Market risk rates Concentration limits
MR1 MR2 MR3 LK1 LK2
GLDRUBTOM 10% 16% 23% 213 000 1 065 000

2. Stress collateral scenarios

Underlying Scen_UP Scen_DOWN
GLDRUBTOM 10% 10%