NCC | Risk parameters for new futures on the Derivative

20 May 2024 Risk parameters for new futures on the Derivatives market

CCP NCC sets the following risk parameters for new futures on the Derivatives market starting from 7 p.m. of May, 21st 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limits, rub.
Underlying	MR1	MR2	MR3	LK1	LK2
ALIBABA	14%	23%	32%	10 000 000	50 000 000
BAIDU	15%	24%	34%	10 000 000	50 000 000

Other risk parameters will be available on the NCC website from May, 22th 2024.- https://www.nationalclearingcentre.com/catalog/530902