09.04.2026 13:18
Risk parameters changes on Securities and Derivatives market
CCP NCC changes the following risk parameters on Securities market starting from April, 14th 2026 and on Derivatives market starting from 11:50 p.m. of April, 13th 2026:
- Market risk rates on Securities market:
| Ticker | Current market risk rates | Market risk rates from April, 14th 2026 |
||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| NVTK | 20% | 26% | 33% | 17% | 23% | 30% |
| MTSS | 20% | 26% | 39% | 17% | 23% | 30% |
| MTLR | 33% | 39% | 46% | 50% | 80% | 95% |
| RTKM | 20% | 26% | 33% | 17% | 23% | 30% |
| FLOT | 17% | 23% | 30% | 20% | 26% | 50% |
| IVAT | 33% | 50% | 75% | 25% | 31% | 38% |
| DATA | 50% | 75% | 95% | 33% | 50% | 75% |
| APTK | 33% | 80% | 95% | 50% | 80% | 95% |
| ETLN | 50% | 75% | 95% | 33% | 50% | 75% |
- Market risk rates on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 11:50 p.m. April, 13th 2026 | ||||
|---|---|---|---|---|---|---|
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| NOTK | 20% | 26% | 33% | 17% | 23% | 30% |
| NOTKM | 20% | 26% | 33% | 17% | 23% | 30% |
| MTSI | 20% | 26% | 39% | 17% | 23% | 30% |
| MTLR | 33% | 39% | 46% | 50% | 80% | 95% |
| RTKM | 20% | 26% | 33% | 17% | 23% | 30% |
| FLOT | 17% | 23% | 30% | 20% | 26% | 50% |
| IVAT | 33% | 50% | 75% | 25% | 31% | 38% |