News

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 7 p.m. of November, 17th 2025:

  1. Market risk rates and concentration limits:
Underlying Market risk rates Concentration limit, pcs
MR1 MR2 MR3 LK1 LK2
BTC 25% 39% 65% 107 030 535 150
ETH 35% 56% 79% 124 490 622 450

 

         2. BTC, ETH, IBIT and ETHA contracts will be included in intercontract spread group with IM discount.

ICS IM discount Value of window_size, in fractions
BTC_IBIT 80% 0.2
IBIT_ETHA 40% 0.6
BTC_ETHA 40% 0.6
ETH_ETHA 40% 0.6

Risk parameters will be available on the NCC website from November, 18th 2025.- https://www.nationalclearingcentre.com/catalog/530902