NCC | Risk parameters for new futures on the Derivative

27 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, 27th 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit
Underlying	MR1	MR2	MR3	LK1	LK2
RNFT	25%	31%	38%	518 084	2 590 420
FESH	50%	75%	95%	1 006 912	5 034 560
LEAS	40%	75%	95%	27 744	138 720
TATP	25%	45%	55%	83 786	418 930

Other risk parameters will be available on the NCC website from May, 28th 2024.- https://www.nationalclearingcentre.com/catalog/530902