1. Main
  2. News
  3. News
News

18 August 2025

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 7 p.m. of August, 18th 2025:

  1. Market risk rates and concentration limits:
  2. The width (in a unit fraction) of the price band for underlying asset and of the calendar spread on trading days at weekends:
Underlying Market risk rates Concentration limit, pcs
MR1 MR2 MR3 LK1 LK2
HEAD 33% 50% 75% 34 202 171 010
UPRO 20% 26% 33% 21 091 274 105 456 368
RENI 33% 50% 75% 233 101 1 165 505
MDMG 33% 50% 75% 24 174 120 870
Код базового актива Price band for underlying asset on trading days at weekends Price band of the calendar spread on trading days at weekends
OffDaysTradingPriceRangeShift OffDaysTradingRangeCS
HEAD 0.03 1.8
UPRO 0.03 1.8
RENI 0.03 1.8
MDMG 0.03 1.8

Risk parameters will be available on the NCC website from August, 19th 2025.- https://www.nationalclearingcentre.com/catalog/530902