News


CCP NCC sets the following risk parameters for the new premium index options on the Derivatives market starting from December, 19th 2023:

Underlying Market risk rates Concentration limits Collateral for stress
MR_1 MR_2 MR_3 LK1 LK2 UP DOWN
IMX 15% 21% 28% 430 000 2 150 000 6% 6%


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