NCC | Risk parameters for new futures on the Derivative

07 October 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 October, 7th 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit, # of shares
Underlying	MR1	MR2	MR3	LK1	LK2
ALUM	10%	16%	22%	414	2 070
COPPER	10%	16%	22%	1 094	5 470
NICKEL	15%	24%	34%	616	3 080
ZINC	10%	16%	22%	350	1 750

Other risk parameters will be available on the NCC website from October, 8th 2024.- https://www.nationalclearingcentre.com/catalog/530902