16.10.2025 17:23
Risk parameters changes on Derivatives and Securities market
CCP NCC changes the following risk parameters on Securities market starting from October,21th 2025 and on Derivatives market starting from 7 p.m. of October,20th 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | Market risk rates from October, 21th 2025 | Current concentration limits, pcs | Concentration limits from October, 21th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| ENPG | 50% | 75% | 95% | 33% | 50% | 75% | 53 187 | 265 934 | 118 358 | 591 790 |
| SELG | 50% | 80% | 95% | 33% | 50% | 75% | 689 328 | 3 446 639 | 751 459 | 3 757 295 |
| CNRU | 50% | 75% | 95% | 33% | 50% | 75% | 17 392 | 86 960 | 35 042 | 175 210 |
| Underlying | Current concentration limits, pcs | Concentration limits from October, 21th 2025 | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| VTBR | 7 094 232 | 35 471 161 | 13 021 333 | 65 106 665 |
Concentration limits on Derivatives market:
| Underlying | Current concentration limits, pcs | Concentration limits from 7 p.m. of October, 20th 2025 | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| VTBR | 7 094 232 | 35 471 161 | 13 021 333 | 65 106 665 |