# Risk Control Parameters

<table><thead><tr><th width="294">Attribute</th><th>Value</th></tr></thead><tbody><tr><td>Max pool collateralization LTV</td><td>20%</td></tr><tr><td>Max % of collateral posted in single option position</td><td>0.5%</td></tr><tr><td>Max single underlying asset concentration ratio</td><td>10%</td></tr><tr><td></td><td></td></tr></tbody></table>