News

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 08.06.2026:

1. Market risk rates and concentration limits:

Underlying Market risk rates Concentration limit, pcs
MR1 MR2 MR3 LK1 LK2
USDM 15% 22% 35% 500 000 000 2 500 000 000
EURM 15% 22% 35% 250 000 000 1 250 000 000
UINR 5% 8% 12% 137 818 689 088

2. USDM and EURM contracts will be included in intercontract spread group with 50% of IM discount.

ICS IM discount Value of window_size, in fractions
USDM

 

 

50%

 

 

0,5

EURM
Si
USDRUBTOM
Eu
EURRUBTOM
CNY
CNYRUBTOM