20.10.2025 17:50
Risk parameters changes on Derivatives and Securities market
CCP NCC changes the following risk parameters on Securities market starting from October,22th 2025 and on Derivatives market starting from 7 p.m. of October,21th 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | Market risk rates from October, 22th 2025 | ||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| PIKK | 20% | 26% | 52% | 33% | 50% | 75% |
| Underlying | Current Collateral limits,% | Collateral limits from October, 22th 2025,% |
|---|---|---|
| PIKK | 100 | 75 |
Concentration limits on Derivatives market:
| Underlying | Current market risk rates, % | Market risk rates from 7 p.m. from October, 21th 2025, % | ||||
|---|---|---|---|---|---|---|
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| PIKK | 20% | 26% | 52% | 33% | 50% | 75% |