1. Main
  2. News
  3. News
News

25 May 2026

CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 of May, 28th 2026:

1. Market risk rates:

BC Current market risk rates Market risk rates from 23:50 May, 28th 2026
MR1 MR2 MR3 MR1 MR2 MR3
COCOA 14% 22% 31% 15% 23% 32%
SOXQ 10% 14% 18% 11% 15% 19%
SUGR 15% 22% 34% 13% 20% 32%
HANG 13% 21% 29% 8% 16% 24%
DAX 11% 17% 24% 8% 14% 21%
OGI 20% 26% 33% 14% 20% 27%
FNI 20% 26% 33% 14% 20% 27%
MMI 20% 26% 33% 12% 18% 25%
CNI 20% 26% 33% 11% 17% 24%

 

2. Concentration limits:

BC Current concentration limits Concentration limits from 23:50 May, 28th 2026
LK1 LK2 LK1 LK2
MOEXCNY 79 950 399 750 529 282 2 646 408
IMOEX 430 000 2 150 000 2 907 900 14 539 400
MXI 43 000 215 000 290 790 1 453 940
MIX 6 369 31 844 29 079 145 394
IMX 430 000 2 150 000 2 907 900 14 539 400
NG 33 236 200 166 181 000 37 060 951 185 304 754
NGM 33 236 200 166 181 000 37 060 951 185 304 754
NASD 591 465 2 957 322 1 116 260 5 581 296
COCOA 110 000 550 000 986 853 4 934 261
COFFEE 33 200 166 000 138 435 692 172
XIA 19 500 97 500 28 496 142 481
ALIBABA 1 243 6 215 1 374 6 866
INR 10 630 382 53 151 910 11 764 706 58 823 530
BAIDU 1 006 5 030 1 074 5 372
MMI 1 492 7 460 1 533 7 663
ORANGE 45 170 225 850 65 815 329 071
TENCENT 1 990 9 950 1 798 8 988
CNI 1 834 9 170 1 367 6 831
OGI 1 750 8 750 1 274 6 368
HOME 386 1 930 280 1 397
FNI 1 430 7 150 999 4 991
UTRY 172 726 863 630 116 033 580 161
RVI 3 409 17 045 2 243 11 212
SUGR 598 086 2 990 430 348 311 1 741 554
SUGAR 300 000 1 500 000 168 948 844 738
DAX 101 647 508 234 56 436 282 180
HANG 7 288 800 36 443 999 3 685 640 18 428 199
IPO 49 540 247 700 17 227 86 133
AUDU 1 000 000 5 000 000 173 097 865 483
EGBP 760 511 3 802 554 100 545 502 723
UCAD 1 000 000 5 000 000 122 816 614 076
UCHF 1 000 000 5 000 000 122 717 613 584
ECAD 881 627 4 408 134 103 842 519 206
GBPU 1 147 288 5 736 438 92 261 461 303
UJPY 1 921 355 9 606 775 122 370 611 847
EJPY 1 693 918 8 469 590 107 418 537 089
UKZT 3 294 000 16 470 000 117 907 589 531
RTSM 190 220 951 100 138 420 692 070
RTS 19 022 95 110 13 842 69 207