NCC | 1. Risk parameters changes on Securities and Deri

CCP NCC changes the following risk parameters on Derivatives market starting from 11:50 p.m. of September, 21st 2026.

Contracts will be included in intercontract spread group with following parameters:

ICS	Underlying Asset	IM discount	Value of window_size, in fractions
IBIT_ETHA	IBIT	80%	0.2
	BTC
	BTCUSDF
	ETHA	40%	0.6
	ETH
	ETHAA*
	ETHUSDF
SOL_SOLUSDF	SOL	98%	0.02
	SOLUSDF
XRP_XRPUSDF	XRP	98%	0.02
	XRPUSDF
TRX_TRXUSDF	TRX	98%	0.02
	TRX_USDF