News

CCP NCC sets the following risk parameters for new futures on the Derivatives market starting from 7 p.m. of March, 25th 2024:


Market risk rates and concentration limits:

Underlying Market risk rates Concentration limits, rub.
MR1 MR2 MR3 LK1 LK2
DJ30 10% 14% 19% 10 000 000 50 000 000
R2000 10% 14% 19% 10 000 000 50 000 000




Other risk parameters will be available on the NCC website from March, 26th 2024.- https://www.nationalclearingcentre.com/catalog/530902