NCC | Risk parameters for new futures on the Derivative

16 December 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 December, 16th 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit, pcs
Underlying	MR1	MR2	MR3	LK1	LK2
MOEXCNY	12%	19%	27%	79 950	399 750

Other risk parameters will be available on the NCC website from December, 17th 2024.- https://www.nationalclearingcentre.com/catalog/530902