News

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from September, 19th 2023:

       1. Market risk rates and concentration limits:

Underlying Market risk rates Concentration limits
MR1 MR2 MR3 LK1 LK2
SUGAR 16% 25% 36% 300 000 1 500 000


 

       2. Stress collateral scenarios

Underlying Scen_UP Scen_DOWN
SUGAR 5% 5%


Other risk parameters will be available on the NCC website from September, 19th 2023.- https://www.nationalclearingcentre.com/catalog/530902