02.09.2025 08:53
Risk parameters changes on Securities market and on Derivatives market
CCP NCC changes the following risk parameters on Securities market starting from September ,3rd 2025 and on Derivatives market starting from 7 p.m. September, 2nd 2025:
- Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates, % | Market risk rates from September, 3rd 2025, % | Current concentration limits, pcs | Concentration limits from September, 3rd 2025, pcs | ||||||
| S1_min | S2_min | S3_min | S1_min | S1_min | S2_min | S3_min | S1_min | S1_min | S2_min | |
| AFKS | 33 | 39 | 46 | 25 | 31 | 38 | 27 091 069 | 135 455 345 | 20 972 958 | 104 864 790 |
| AFLT | 33 | 39 | 46 | 25 | 31 | 38 | 7 201 630 | 36 008 148 | 5 107 761 | 25 538 805 |
| SVCB | 17 | 34 | 59 | 17 | 34 | 59 | 6 816 986 | 34 084 929 | 9 131 715 | 45 658 575 |
| X5 | 25 | 31 | 38 | 17 | 23 | 30 | 144 937 | 724 686 | 179 145 | 895 725 |
| SIBN | 17 | 23 | 30 | 18 | 24 | 31 | 147 935 | 739 675 | 188 904 | 944 520 |
| MGNT | 17 | 23 | 30 | 22 | 28 | 35 | 103 982 | 519 912 | 65 968 | 329 840 |
| SPBE | 75 | 90 | 100 | 50 | 75 | 95 | 593 620 | 2 968 100 | 1 053 654 | 5 268 270 |
| RU000A10AF49 | 14 | 27 | 40 | 15 | 18 | 21 | 1 000 000 | 5 000 000 | 1 000 000 | 5 000 000 |
- Collateral on Securities market:
| Underlying | Current value of Collateral | Value of Collateral from September, 3rd 2025 |
| SVCB | No | Yes |
| SIBN | No | Yes |
| MGNT | No | Yes |
| RU000A10BGY3 | No | Yes |
| RU000A1075E4 | No | Yes |
| RU000A1078S8 | No | Yes |
| RU000A10AF49 | No | Yes |
- Market risk rates and concentration limits on Derivatives market
| Underlying | Current market risk rates, % | Market risk rates from 7 p.m. September, 2nd 2025, % | Current concentration limits, pcs | Concentration limits from 7 p.m. September, 2nd 2025, pcs | ||||||
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | LK1 | LK2 | LK1 | LK2 | |
| AFKS | 33 | 39 | 46 | 25 | 31 | 38 | 27 091 069 | 135 455 345 | 20 972 958 | 104 864 790 |
| AFLT | 33 | 39 | 46 | 25 | 31 | 38 | 7 201 630 | 36 008 148 | 5 107 761 | 25 538 805 |
| SVCB | 17 | 34 | 59 | 17 | 34 | 59 | 6 816 986 | 34 084 929 | 9 131 715 | 45 658 575 |
| X5 | 25 | 31 | 38 | 17 | 23 | 30 | 144 937 | 724 686 | 179 145 | 895 725 |
| SIBN | 17 | 23 | 30 | 18 | 24 | 31 | 147 935 | 739 675 | 188 904 | 944 520 |
| MGNT | 17 | 23 | 30 | 22 | 28 | 35 | 103 982 | 519 912 | 65 968 | 329 840 |
| SPBE | 75 | 90 | 100 | 50 | 75 | 95 | 593 620 | 2 968 100 | 1 053 654 | 5 268 270 |