![[Important] Updates to risk control rules for Institutional Loan](https://images.unsplash.com/photo-1621761191319-c6fb62004040?auto=format&fit=crop&q=80&w=1600)
Bybit • Latest Activities
Tags: Institutions • VIP
As part of our ongoing efforts to strengthen risk management and enhance user protection, Bybit will implement updates to the risk control framework for Institutional Loans, effective May 22, 2026.
These updates will introduce differentiated risk control mechanisms tailored to various trading strategies, as outlined below:
|
Product category |
Applicable strategy |
Key changes |
Impact |
|---|---|---|---|
|
DEFAULT |
Existing products |
No changes. |
NA |
|
CTA |
High-frequency trading |
MM-based order restrictions are introduced. |
Orders that would result in excessive MM requirements will be rejected. |
|
Hedge/Delta |
Hedging and arbitrage |
Delta limits apply at both asset and risk unit levels. |
Orders that would exceed these limits will be rejected. |
Existing products will remain classified under the DEFAULT category. If you wish to change your category, please contact your dedicated Relationship Manager for personalized assistance.
Important note for the Hedge/Delta category:
Reducing positions (e.g., closing short Futures positions) may increase net Delta and lead to order rejection. To maintain a balanced hedge, we recommend managing both long and short positions simultaneously.
If you have any questions, please contact your dedicated Relationship Manager or visit our Help Center for further details.
Bybit remains committed to providing a safe and reliable trading experience. Thank you for your continued support.
Source: Bybit Official Announcement — originally published on Wed, 06 May 2026 00:00:00 GMT.
