CCP NCC sets the following risk parameters for new futures on the Derivatives market starting from 7 p.m. of January, 27th 2025:
Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit, pcs | |||
|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| X5 | 70% | 80% | 95% | 42 843 | 214 215 |
Other risk parameters will be available on the NCC website from January, 28th 2025.- https://www.nationalclearingcentre.com/catalog/530902
Read more on the Moscow Exchange: https://www.moex.com/n77156
