04.09.2026 08:58
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 September, 7th 2026 and on Securities market starting from September, 8th, 2026:
- Market risk parameters on Securities market:
| Ticker | Extended collateral list group | Market risk rates | Limits per issuer, mln rub | ||
| S_1_min | S_2_min | S_3_min | |||
| ASTR | Yes | 33% | 39% | 75% | 368 |
- Market risk rates on Derivatives market:
| Underlying | Market risk rates | ||
| MR_1 | MR_2 | MR_3 | |
| ASTR | 33% | 39% | 75% |
| ASTRM | 33% | 39% | 75% |