News

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 p.m. of March, 30th 2026:

1. Market risk rates and concentration limits:

Underlying Market risk rates Concentration limit, pcs
MR1 MR2 MR3 LK1 LK2
SL 20% 26% 34% 1 054 000 5 270 000
SLVRUB_TOM 20% 26% 34% 1 054 000 5 270 000

2. SL, SLVRUB_TOM contracts will be included in intercontract spread group with 100% of IM discount.

ICS IM discount Value of window_size, in fractions
GOLD_SILV 100% 0