25.05.2026 18:54
Risk parameters changes on Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 of May, 28th 2026:
- Market risk rates:
| BC | Current market risk rates | Market risk rates from 23:50 May, 28th 2026 | ||||
|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |
| COCOA | 14% | 22% | 31% | 15% | 23% | 32% |
| SOXQ | 10% | 14% | 18% | 11% | 15% | 19% |
| SUGR | 15% | 22% | 34% | 13% | 20% | 32% |
| HANG | 13% | 21% | 29% | 8% | 16% | 24% |
| DAX | 11% | 17% | 24% | 8% | 14% | 21% |
| OGI | 20% | 26% | 33% | 14% | 20% | 27% |
| FNI | 20% | 26% | 33% | 14% | 20% | 27% |
| MMI | 20% | 26% | 33% | 12% | 18% | 25% |
| CNI | 20% | 26% | 33% | 11% | 17% | 24% |
- Concentratio n limits:
| BC | Current concentration limits | Concentration limits from 23:50 May, 28th 2026 | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| MOEXCNY | 79 950 | 399 750 | 529 282 | 2 646 408 |
| IMOEX | 430 000 | 2 150 000 | 2 907 900 | 14 539 400 |
| MXI | 43 000 | 215 000 | 290 790 | 1 453 940 |
| MIX | 6 369 | 31 844 | 29 079 | 145 394 |
| IMX | 430 000 | 2 150 000 | 2 907 900 | 14 539 400 |
| NG | 33 236 200 | 166 181 000 | 37 060 951 | 185 304 754 |
| NGM | 33 236 200 | 166 181 000 | 37 060 951 | 185 304 754 |
| NASD | 591 465 | 2 957 322 | 1 116 260 | 5 581 296 |
| COCOA | 110 000 | 550 000 | 986 853 | 4 934 261 |
| COFFEE | 33 200 | 166 000 | 138 435 | 692 172 |
| XIA | 19 500 | 97 500 | 28 496 | 142 481 |
| ALIBABA | 1 243 | 6 215 | 1 374 | 6 866 |
| INR | 10 630 382 | 53 151 910 | 11 764 706 | 58 823 530 |
| BAIDU | 1 006 | 5 030 | 1 074 | 5 372 |
| MMI | 1 492 | 7 460 | 1 533 | 7 663 |
| ORANGE | 45 170 | 225 850 | 65 815 | 329 071 |
| TENCENT | 1 990 | 9 950 | 1 798 | 8 988 |
| CNI | 1 834 | 9 170 | 1 367 | 6 831 |
| OGI | 1 750 | 8 750 | 1 274 | 6 368 |
| HOME | 386 | 1 930 | 280 | 1 397 |
| FNI | 1 430 | 7 150 | 999 | 4 991 |
| UTRY | 172 726 | 863 630 | 116 033 | 580 161 |
| RVI | 3 409 | 17 045 | 2 243 | 11 212 |
| SUGR | 598 086 | 2 990 430 | 348 311 | 1 741 554 |
| SUGAR | 300 000 | 1 500 000 | 168 948 | 844 738 |
| DAX | 101 647 | 508 234 | 56 436 | 282 180 |
| HANG | 7 288 800 | 36 443 999 | 3 685 640 | 18 428 199 |
| IPO | 49 540 | 247 700 | 17 227 | 86 133 |
| AUDU | 1 000 000 | 5 000 000 | 173 097 | 865 483 |
| EGBP | 760 511 | 3 802 554 | 100 545 | 502 723 |
| UCAD | 1 000 000 | 5 000 000 | 122 816 | 614 076 |
| UCHF | 1 000 000 | 5 000 000 | 122 717 | 613 584 |
| ECAD | 881 627 | 4 408 134 | 103 842 | 519 206 |
| GBPU | 1 147 288 | 5 736 438 | 92 261 | 461 303 |
| UJPY | 1 921 355 | 9 606 775 | 122 370 | 611 847 |
| EJPY | 1 693 918 | 8 469 590 | 107 418 | 537 089 |
| UKZT | 3 294 000 | 16 470 000 | 117 907 | 589 531 |
| RTSM | 190 220 | 951 100 | 138 420 | 692 070 |
| RTS | 19 022 | 95 110 | 13 842 | 69 207 |