NCC | Risk parameters for new futures on the Derivative

01 October 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 October, 2nd 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit, # of shares
Underlying	MR1	MR2	MR3	LK1	LK2
SFIN	50%	80%	95%	54 939	274 696

Other risk parameters will be available on the NCC website from October, 3rd 2024.- https://www.nationalclearingcentre.com/catalog/530902