NCC | Risk parameters for new futures on the Derivative

18 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, 22nd 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit
Underlying	MR1	MR2	MR3	LK1	LK2
IPO	18%	29%	41%	40 000 000	200 000 000

Other risk parameters will be available on the NCC website from July, 23rd 2024.- https://www.nationalclearingcentre.com/catalog/530902