NCC | Risk parameters for new futures on the Derivative

28 November 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 November, 29th 2024:
Market risk rates and concentration limits:

Underlying	Market risk rates			Concentration limit, # of shares
Underlying	MR1	MR2	MR3	LK1	LK2
NGM	19%	29%	41%	33 236 200	166 181 000
BRM	12%	18%	26%	3 547 706	17 738 528

Other risk parameters will be available on the NCC website from December, 2nd 2024.- https://www.nationalclearingcentre.com/catalog/530902