13.03.2025 14:18
Risk parameters changes on Derivatives and Securities market
CCP NCC changes the following risk parameters on Securities market starting from March,14th 2025 and on Derivatives market starting from 7 p.m. of March,13th 2025:
Securities market:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from March, 14th 2025 | Current concentration limits, pcs | Concentration limits from March, 14th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| X5 | 70% | 80% | 95% | 50% | 75% | 95% | 42 843 | 214 215 | 54 315 | 271 575 |
Derivatives market:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from 7 p.m. of March, 13th 2025 | Current concentration limits, pcs | Concentration limits from 7 p.m. of March, 13th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | LK1 | LK2 | LK1 | LK2 | |
| X5 | 70% | 80% | 95% | 50% | 75% | 95% | 42 843 | 214 215 | 54 315 | 271 575 |