21.01.2026 17:36
Risk parameters changes on Securities and Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 7 p.m. of January, 21st 2026 and on Securities market starting from January, 22nd 2026:
- Market risk rates and concentration limits on Securities market:
| Ticker | Current market risk rates | Market risk rates from January, 22nd 2026 |
||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| SFIN | 33% | 50% | 75% | 50% | 75% | 90% |
| Ticker | Current concentration limits, pcs | Concentration limits from January, 22nd 2026, pcs | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| SFIN | 60 108 | 300 541 | 72 956 | 364 780 |
- Market risk rates and concentration limits on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 7 p.m. January, 21st 2026 | ||||
|---|---|---|---|---|---|---|
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| NG | 19% | 29% | 41% | 24% | 34% | 46% |
| NGM | 19% | 29% | 41% | 24% | 34% | 46% |
| SFIN | 33% | 50% | 75% | 50% | 75% | 90% |
| Underlying | Current concentration limits, pcs | Concentration limits from 7 p.m. January, 21st 2026, pcs | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| SFIN | 60 108 | 300 541 | 72 956 | 364 780 |