NCC | Risk parameters for futures on Derivatives market

CCP NCC changes risk parameters for futures on Derivatives market starting from 7 p.m. of August, 08th 2023:

Underlying	Current Concentration limits		Concentration limits from 7 p.m. 08.08.2023
Underlying	LK1	LK2	LK1	LK2
AED	474 384	2 371 920	1 531 393	7 656 965

Underlying	Current Market risk rates			Market risk rates starting from 7 p.m 08.08.2023
Underlying	MR_1	MR_1	MR_3	MR_1	MR_1	MR_3
AED	20%	32%	45%	15%	22%	35%

CCP NCC changes Collateral for stress scenarios for futures on Derivatives market starting August, 09th 2023: