14.05.2026 16:02
Risk parameters changes on Securities and Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 11:50 p.m. of May, 15th 2026 and on Securities market starting from May, 18th 2026:
- Risk parameters on Securities market:
| Ticker | Current market risk rates | Market risk rates from May, 18th 2026 |
Current Concentration limits, pcs. | Concentration limits from May, 18th 2026, pcs. | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| OBLG | 26% | 35% | 100% | 25% | 34% | 100% | 34 829 | 174 143 | 78 620 | 393 100 |
| Ticker | Market risk rates | |
|---|---|---|
| Current value | from 18.05.2026 | |
| OZON | 75% | 90% |
| RENI | 75% | 90% |
| Ticker | Eligible collateral | |
|---|---|---|
| Current value | from 18.05.2026 | |
| OZON | No | Yes |
| AFLT | No | Yes |
| RENI | No | Yes |
- Risk parameters on Derivatives market:
| Underlying | Market risk rates | |
|---|---|---|
| Current value | from 11:50 p.m. May, 15th 2026 | |
| OZON | 75% | 90% |
| RENI | 75% | 90% |