30.10.2025 16:17
Risk parameters changes on Derivatives and Securities market
CCP NCC changes the following risk parameters on Securities market starting from November,1st 2025 and on Derivatives market starting from 7 p.m. of October,31th 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | Market risk rates from November, 1st 2025 | Current concentration limits, pcs |
Concentration limits from November, 1st 2025, pcs |
||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| NLMK | 20% | 26% | 33% | 17% | 23% | 30% | 1 251 005 | 6 255 025 | 1 733 868 | 8 669 340 |
| IVAT | 50% | 75% | 95% | 33% | 50% | 75% | 14 492 | 72 458 | 185 053 | 925 265 |
| FIXR | 50% | 75% | 95% | 33% | 50% | 75% | 10 526 316 | 52 631 579 | 36 919 188 | 184 595 940 |
| LENT | 50% | 75% | 95% | 33% | 50% | 75% | 13 977 | 69 885 | 11 934 | 59 670 |
| Underlying | Current concentration limits, pcs | Concentration limits from November, 1st 2025, pcs | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| DATA | 84 439 | 422 195 | 111 982 | 559 910 |
Concentration limits on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 7 p.m. October, 31th 2025 | Current concentration limits, pcs |
Concentration limits from 7 p.m. October, 31th 2025, pcs |
||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MR_1 | MR_2 | MR_1 | MR_2 | MR_1 | MR_2 | LK1 | LK2 | LK1 | LK2 | |
| NLMK | 20% | 26% | 33% | 17% | 23% | 30% | 1 251 005 | 6 255 025 | 1 733 868 | 8 669 340 |