10.09.2026 17:14
Risk parameters changes on Derivatives market
- CCP NCC changes the following risk parameters on Derivatives market:
| BC | Current market risk rates | Market risk rates from 23:50 September, 22nd 2026 | Market risk rates from 23:50 September, 24th 2026 | Market risk rates from 23:50 September, 25th 2026 | ||||||||
| 1-ый уровень, MR_1 | 2-ой уровень, MR_2 | 1-ый уровень, MR_1 | 1-ый уровень, MR_1 | 1-ый уровень, MR_1 | 3-ий уровень, MR_3 | 1-ый уровень, MR_1 | 1-ый уровень, MR_1 | 3-ий уровень, MR_3 | 1-ый уровень, MR_1 | 1-ый уровень, MR_1 | 3-ий уровень, MR_3 | |
| PIKK | 25% | 31% | 52% | 50% | 80% | 100% | 70% | 90% | 100% | 100% | 100% | 100% |
- CCP NCC changes the following risk parameters on Securities market:
| Ticker | Current market risk rates | Market risk rates from September, 23rd 2026 | Market risk rates from September, 25th 2026 | Market risk rates from September, 28th 2026 | ||||||||
| 1-ый уровень, S1_min | 2-ой уровень, S2_min | 3-ий уровень, S3_min | 1-ый уровень, S1_min | 2-ой уровень, S2_min | 3-ий уровень, S3_min | 1-ый уровень, S1_min | 2-ой уровень, S2_min | 3-ий уровень, S3_min | 1-ый уровень, S1_min | 2-ой уровень, S2_min | 3-ий уровень, S3_min | |
| PIKK | 25% | 31% | 52% | 50% | 80% | 100% | 70% | 90% | 100% | 100% | 100% | 100% |
| Ticker | Ban on short selling from September, 28th 2026 | Collateral from September, 14th 2026 | |
| PIKK | Yes | No |