CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 7 p.m. September, 3rd 2025:
1. Market risk rates and concentration limits:
Underlying
Market risk rates
Concentration limit, pcs
MR1
MR2
MR3
LK1
LK2
PLZLM
17%
23%
30%
170 610
853 050
2. PLZLM and PLZL contracts will be included in intercontract spread group with 100% of IM discount. CCP NCC sets parameter window_size = 0 (discount within the group = (1 – window_size)).
Risk parameters will be available on the NCC website from September, 4th 2025.- https://www.nationalclearingcentre.com/catalog/530902
