News

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 7 p.m. of December, 22nd 2025:

  1. Market risk rates and concentration limits:
Underluing Market risk rates Concentration limit, pcs
MR1 MR2 MR3 LK1 LK2
RGBIF 10% 11% 13% 9 355 740 46 778 700
Underlying Market risk rates, current value Market risk rates, from 7 p.m. of December, 22nd 2025
MR3 MR3
RGBI 12% 13%


 

 

  1. RGBI and RGBIF contracts will be included in intercontract spread group with IM discount.
ICS IM discount Value of window_size, in fractions
RGBI_RGBIF 100% 0


Risk parameters will be available on the NCC website from December, 23rd 2025.- https://www.nationalclearingcentre.com/catalog/530902