NCC | Risk parameters changes on Derivatives market

CCP NCC changes the following risk parameters for futures on Derivatives market starting from 7 p.m. of August, 11^th 2025:

CCP NCC sets addon for 1^st level of market risk rate (MRAddon Up/ MRAddon Down):

Underlying	Futures number	MR_Addon Up/ MR_Addon Down, points
BR	2	0.011/0.011
BRM	2	0.011/0.011
SPYF	2	0.004/0.004
Eu	2-4	0.002/0.002
GAZR	2	0.015/0.015
SBRF	2	0.005/0.005
LKOH	2	0.017/0.017
SILV	2	0.006/0.006
YDEX	2	0.003/0.003
ROSN	2	0.011/0.011
RTS	2-4	0.007/0.007
RTSM	2	0.007/0.007
MIX	2	0.003/0.003
MXI	2	0.003/0.003

The coefficient of the spread width value in fractions for the Inter-month spread (RangeCS):

Risk parameters will be available on the NCC website from August, 12^th 2025.- https://www.nationalclearingcentre.com/catalog/530902