News

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 13.07.2026:

1. Market risk rates and concentration limits:

Underlying Market risk rates Concentration limit, pcs
MR1 MR2 MR3 LK1 LK2
WTI 21% 33% 45% 125 928 629 641

2. WTI contract will be included in intercontract spread group with 70% of IM discount.

ICS IM discount Value of window_size, in fractions
BR 70% 0,3
BRM
WTI