29.12.2025 15:26
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from December,30th 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | Market risk rates from December, 30th 2025 | Concentration limits from December, 30th 2025, pcs | |||||
|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | |
| OZON | 50% | 75% | 95% | 33% | 50% | 75% | 72 236 | 361 180 |
| DOMRF | 50% | 75% | 95% | 33% | 50% | 75% | 43 840 | 219 200 |
| CNRU | 33% | 50% | 75% | 33% | 50% | 75% | 43 389 | 216 945 |