NCC | Risk parameters for new futures on the Derivative

09 September 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 September, 9th 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit
Underlying	MR1	MR2	MR3	LK1	LK2
RASP	17%	23%	30%	247 087	1 235 435

Other risk parameters will be available on the NCC website from September, 10th 2024.- https://www.nationalclearingcentre.com/catalog/530902