19.01.2026 13:47
Risk parameters change on Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 7 p.m. of January, 19th 2026:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from 7 p.m. January, 19th 2026 | ||||
|---|---|---|---|---|---|---|
| MR1_min | MR2_min | MR3_min | MR1_min | MR2_min | MR3_min | |
| GOLD | 5% | 8% | 11% | 6% | 9% | 12% |
| SILV | 11% | 16% | 24% | 13% | 18% | 26% |
| SILVM | 11% | 16% | 24% | 13% | 18% | 26% |
| PLT | 10% | 14% | 19% | 12% | 16% | 21% |
| PLD | 14% | 21% | 28% | 17% | 24% | 31% |
| Underlying | Current concentration limits, pcs | Concentration limits from 7 p.m. January, 19th 2026, pcs | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| GOLD | 45 900 | 229 500 | 59 490 | 297 440 |
| SILV | 856 310 | 4 281 550 | 3 162 275 | 15 811 370 |
| SILVM | 856 310 | 4 281 550 | 3 162 275 | 15 811 370 |
| PLT | 1 800 | 9 000 | 31 620 | 158 110 |
| PLD | 965 | 4 822 | 14 135 | 70 670 |
| COPPER | 12 914 | 64 570 | 588 960 | 2 944 800 |
| ALUM | 48 370 | 241 850 | 4 751 560 | 23 757 795 |
| ZINC | 45 045 | 225 225 | 273 305 | 1 366 525 |
| NICKEL | 8 278 | 41 390 | 48 270 | 241 355 |