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01 June 2026

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 01.06.2026:

  1. Market risk rates and concentration limits:
Underlying Market risk rates Concentration limit, pcs
MR1 MR2 MR3 LK1 LK2
TSM 21% 34% 47% 342 1708
ASML 22% 35% 50% 847 4231
SAP 23% 37% 52% 786 3927
SONY 24% 38% 54% 6241 31201
PDD 50% 70% 90% 1462 7309
JDCOM 24% 38% 54% 4527 22633
NOVARTIS 13% 21% 30% 909 4545
TOYOTA 17% 27% 39% 731 3654