31.03.2025 18:25
Risk parameters changes on Derivatives and Securities market
CCP NCC changes the following risk parameters on Securities market starting from April, 01th 2025 and on Derivatives market starting from 7 p.m. of March,31th 2025:
Securities market:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from 01.04.2025 | Current concentration limits, pcs | Concentration limits from 01.04.2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| ABIO | 50% | 75% | 95% | 33% | 50% | 75% | 107 449 | 537 245 | 183 433 | 917 163 |
| KMAZ | 50% | 75% | 95% | 33% | 50% | 75% | 158 396 | 791 980 | 136 150 | 680 748 |
| POSI | 50% | 75% | 95% | 33% | 50% | 75% | 46 729 | 233 646 | 147 212 | 736 062 |
| SFIN | 50% | 75% | 95% | 33% | 50% | 75% | 54 939 | 274 696 | 60 108 | 300 541 |
| WUSH | 50% | 75% | 95% | 33% | 50% | 75% | 133 292 | 666 460 | 424 426 | 2 122 132 |
Derivatives market:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from 7 p.m. of March, 31th 2025 | Current concentration limits, pcs | Concentration limits from 7 p.m. of March, 31th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | LK1 | LK2 | LK1 | LK2 | |
| ISKJ | 50% | 75% | 95% | 33% | 50% | 75% | 107 449 | 537 245 | 183 433 | 917 163 |
| KMAZ | 50% | 75% | 95% | 33% | 50% | 75% | 158 396 | 791 980 | 136 150 | 680 748 |
| POSI | 50% | 75% | 95% | 33% | 50% | 75% | 46 729 | 233 646 | 147 212 | 736 062 |
| SFIN | 50% | 75% | 95% | 33% | 50% | 75% | 54 939 | 274 696 | 60 108 | 300 541 |
| WUSH | 50% | 75% | 95% | 33% | 50% | 75% | 133 292 | 666 460 | 424 426 | 2 122 132 |