News

CCP NCC sets the following risk parameters for new futures on the Derivatives market starting from December, 12th 2023:

Market risk rates and concentration limits:

Underlying Market risk rates Concentration limits
MR1 MR2 MR3 LK1 LK2
SOFL 70% 80% 95% 1 165 420 5 827 100
ASTR 50% 80% 95% 372 478 1 862 390







Other risk parameters will be available on the NCC website from December, 12th 2023.- https://www.nationalclearingcentre.com/catalog/530902