06.08.2026 20:46

Risk parameters changes on Derivatives market

CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 August, 7^th 2026:

BC	Current market risk rates			Market risk rates from 23:50 August, 7th 2026
BC	MR1	MR2	MR3	MR1	MR2	MR3
COCOA	15%	23%	32%	17%	25%	34%

BC	Current concentration limits		Concentration limits from 23:50 August, 7th 2026
BC	LK1	LK2	LK1	LK2
COCOA	986 853	4 934 261	3 161 599	15 807 995

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Risk parameters

10.08.26	Risk parameters changes on Securities market CCP NCC changes the following risk parameters on Securities
10.08.26	Risk parameters change for the security ABIO
07.08.26	Risk parameters change for the security RU000A10D541
07.08.26	REPO risk parameters change for the security TORSP
07.08.26	Risk parameters change for the security RU000A105DN0
06.08.26	Risk parameters changes on Derivatives market
06.08.26	Risk parameters on Securities market
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