NCC | Risk parameters for new futures on the Derivative

13 November 2023 Risk parameters for new futures on the Derivatives market

CCP NCC sets the following market risk rates and concentration limits and other risk parameters for the new futures on the Derivatives market starting from November, 14th 2023:

Underlying	Market risk rates			Concentration limits
Underlying	MR1	MR2	MR3	LK1	LK2
IMOEX	15%	21%	28%	430 000	2 150 000

Other risk parameters will be available on the NCC website from November, 14th 2023.- https://www.nationalclearingcentre.com/catalog/530902