04.12.2025 19:16
Risk parameters changes on Derivatives and Securities market
CCP NCC changes the following risk parameters on Securities market starting from December, 08th 2025 and on Derivatives market starting from 7 p.m. of December, 05th 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | New Market risk rates from December, 08th 2025 | Current Concentration Limit, # of securities | New Concentration Limit, # of securities from December, 08th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | Level 1 | Level 2 | Level 1 | Level 2 | |
| PIKK | 33% | 50% | 75% | 25% | 31% | 52% | 74 280 | 371 400 | 823 819 | 4 119 095 |
| Underlying | Current Collateral limits,% | Collateral limits December, 08th 2025,% |
|---|---|---|
| PIKK | 75 | 100 |
Risk parameters on Derivatives market:
| Underlying | Current market risk rates, % | Market risk rates from 7 p.m. from December, 05th 2025, % | Current Concentration Limit, | New Concentration Limit from 7 p.m. from December, 05th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | Level 1 | Level 2 | Level 1 | Level 2 | |
| PIKK | 33% | 50% | 75% | 25% | 31% | 52% | 74 280 | 371 400 | 823 819 | 4 119 095 |