NCC | Risk parameters for new futures on the Derivative

01 July 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 July, 1st 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit
Underlying	MR1	MR2	MR3	LK1	LK2
EM	7%	11%	16%	10 000 000	50 000 000

Other risk parameters will be available on the NCC website from July, 2nd 2024.- https://www.nationalclearingcentre.com/catalog/530902