10.09.2026 16:33

Risk parameters changes on Derivatives market

  1. CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 September, 10th 2026:

Market risk rates:

BC Market risk rates from 23:50 September, 10th 2026
MR1 MR2 MR3
VKCO 26% 32% 39%
  1. CCP NCC changes the following risk parameters on Securities market starting from September, 11th 2026:
Ticker Current Market risk rates Market risk rates from 11.09.2026
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
VKCO 29% 35% 42% 26% 32% 39%
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Risk parameters