04.09.2026 21:53

Risk parameters changes on Securities and Derivatives market

CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 7th of March, 2026 and on Securities market starting from March, 8th 2026:

Market risk on Securities market:

Ticker	Current market risk rates			Market risk rates from September, 8th 2026
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
ALRS	25	31	38	20	26	33
UGLD	70	85	100	50	80	95
HEAD	25	31	50	20	26	50
BSPB	25	31	75	20	26	50
ENPG	25	31	38	20	26	33
NMTP	33	50	75	25	31	38
LSNGP	33	50	75	25	31	38
OZPH	33	50	75	25	31	38
MBNK	50	80	95	33	50	75
VKCO	26	32	39	29	35	42
WUSH	33	50	75	50	80	95
RTKM	17	23	30	20	26	33
HYDR	20	26	33	25	31	38
RASP	17	23	30	25	31	38
RTKMP	25	31	38	33	50	75
LEAS	20	55	75	33	50	75
DIAS	25	35	50	33	50	75
NKHP	33	50	75	50	80	95
ELFV	33	50	75	50	80	95
GCHE	33	50	75	50	80	95
ABIO	33	50	75	50	80	95
AKRN	33	43	54	50	80	95
ELMT	33	50	75	50	80	95
NKNCP	33	50	75	50	80	95
ABRD	33	50	75	50	80	95
CHMK	50	75	95	70	80	95

Market risk rates on Derivatives market:

Underlying	Current market risk rates			Market risk rates from 23:50 September, 7th 2026
Underlying	MR_1	MR_2	MR_3	MR_1	MR_2	MR_3
ALRS	25	31	38	20	26	33
HEAD	25	31	50	20	26	50
BSPB	25	31	75	20	26	50
ENPG	25	31	38	20	26	33
NMTP	33	50	75	25	31	38
VKCO	26	32	39	29	35	42
WUSH	33	50	75	50	80	95
RTKM	17	23	30	20	26	33
HYDR	20	26	33	25	31	38
RASP	17	23	30	25	31	38
RTKMP	25	31	38	33	50	75
LEAS	20	55	75	33	50	75
DIAS	25	35	50	33	50	75

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