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29.05.2025 18:42

Risk parameters on Securities and Derivatives markets

CCP NCC sets the following risk parameters on Securities market starting from 30.05.2025 and on Derivatives market starting from 7 p.m. of April, 29th 2025:

  1. Minimum initial margin for the market risk and concentration limits:
Ticker Current Minimum Initial Margin for the Market Risk, % Current concentration limits, pcs. Minimum Initial Margin for the Market Risk, % Concentration limits from, pcs.
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2 Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
ABRD 50 75 95 43 010 215 050 33 50 75 55 189 275 947
APTK 70 80 95 900 073 4 500 365 33 80 95 1 030 609 5 153 045
ELMT 70 80 95 68 027 211 340 136 055 33 50 75 78 363 765 391 818 823
GEMC 100 100 100 12 269 61 345 33 50 75 15 116 75 580
HNFG 50 75 95 21 961 109 805 33 50 75 17 282 86 410
IRKT 100 100 100 127 500 637 500 33 50 75 2 014 126 10 070 630
MRKU 50 75 95 25 491 865 127 459 325 33 50 75 27 413 333 137 066 664
MRKZ 50 75 95 101 082 594 505 412 970 33 50 75 161 603 103 808 015 515
MSRS 50 75 95 7 998 562 39 992 810 33 50 75 8 480 613 42 403 065
MSTT 100 100 100 61 900 309 500 70 80 95 80 704 403 522
MVID 100 100 100 103 082 515 410 70 80 95 316 270 1 581 350
NKHP 100 100 100 2 000 10 000 33 50 75 14 594 72 969
ROLO 100 100 100 2 000 10 000 70 80 95 17 250 302 86 251 509
SVAV 50 75 95 40 570 202 850 33 50 75 28 406 142 030
TGKN 100 100 100 2 000 10 000 33 50 75 2 155 532 837 10 777 664 185
VSEH 100 100 100 2 000 10 000 50 75 95 136 832 684 160
ZAYM 70 80 95 53 954 269 770 50 75 95 67 758 338 790
OZPH 50 75 95 294 117 1 470 585 33 50 75 522 117 2 610 585
  1. Value "Ban on short selling"
Ticker Current Value "Ban on short selling" Value "Ban on short selling"
GEMC Yes No
MSTT Yes No
MVID Yes No
NKHP Yes No
ROLO Yes No
TGKN Yes No
VSEH Yes No
IRKT Yes No
  1. Market risk rates and concentration limits on Derivatives market:
Underlying Market risk rates, % Concentration limits, pcs Market risk rates % Concentration limits rates, pcs
MR1 MR2 MR3 LK1 LK2 MR1 MR2 MR3 LK1 LK2
MVID 100 100 100 103 082 515 410 70 80 95 316 270 1 581 350
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