19.03.2026 13:03
Risk parameters changes on Securities and Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 7 p.m. of March, 20th 2026 and on Securities market starting from March, 23rd 2026:
- Market risk on Securities market:
| Ticker | Current market risk rates | Market risk rates from March, 23rd 2026 |
||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| OZON | 33% | 50% | 75% | 25% | 31% | 75% |
| SFIN | 50% | 75% | 90% | 33% | 50% | 75% |
| HEAD | 33% | 50% | 75% | 25% | 31% | 50% |
| DOMRF | 33% | 50% | 75% | 25% | 31% | 38% |
| RAGR | 50% | 75% | 95% | 33% | 50% | 75% |
| BSPB | 33% | 50% | 75% | 25% | 31% | 75% |
| BELU | 36% | 42% | 49% | 38% | 44% | 51% |
| ASTR | 33% | 50% | 75% | 25% | 31% | 75% |
| ENPG | 33% | 50% | 75% | 25% | 31% | 38% |
| MDMG | 33% | 50% | 75% | 25% | 31% | 38% |
| LENT | 33% | 50% | 75% | 25% | 31% | 38% |
| FESH | 33% | 50% | 75% | 25% | 31% | 38% |
| NMTP | 50% | 75% | 95% | 33% | 50% | 75% |
| TRMK | 70% | 80% | 95% | 50% | 80% | 95% |
| UNAC | 50% | 75% | 95% | 33% | 50% | 75% |
| MBNK | 70% | 80% | 95% | 50% | 80% | 95% |
| MRKC | 50% | 75% | 95% | 33% | 50% | 75% |
| VSEH | 50% | 75% | 95% | 33% | 50% | 75% |
| LSRG | 50% | 75% | 95% | 33% | 50% | 75% |
| VSMO | 40% | 57% | 82% | 33% | 50% | 75% |
| PRMD | 50% | 75% | 95% | 33% | 50% | 75% |
| MRKP | 50% | 75% | 95% | 33% | 50% | 75% |
- Market risk rates on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 7 p.m. March, 20th 2026 | ||||
|---|---|---|---|---|---|---|
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| OZON | 33% | 50% | 75% | 25% | 31% | 75% |
| SFIN | 50% | 75% | 90% | 33% | 50% | 75% |
| HEAD | 33% | 50% | 75% | 25% | 31% | 50% |
| BSPB | 33% | 50% | 75% | 25% | 31% | 75% |
| BELUGA | 36% | 42% | 49% | 38% | 44% | 51% |
| ASTR | 33% | 50% | 75% | 25% | 31% | 75% |
| ENPG | 33% | 50% | 75% | 25% | 31% | 38% |
| MDMG | 33% | 50% | 75% | 25% | 31% | 38% |
| FESH | 33% | 50% | 75% | 25% | 31% | 38% |