Risk parameters changes on Derivatives and Securities market
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07.07.2025 16:48
CCP NCC changes the following risk parameters on Securities market starting from July,8th 2025 and on Derivatives market starting from 7 pm of July,7th 2025:
Securities market:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from July, 8th 2025 | Current concentration limit s, pcs | Concentration limits from July, 8th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S 1 _min | S 2 _min | S 3 _min | S 1 _min | S 2 _min | S 3 _min | LK1 | LK2 | LK1 | LK2 | |
| ASTR | 50% | 80% | 95% | 33% | 50% | 75% | 121 751 | 608 755 | 107 067 | 535 335 |
| FESH | 50% | 75% | 95% | 33% | 50% | 75% | 1 006 912 | 5 034 560 | 591 972 | 2 959 860 |
| MDMG | 70% | 80% | 95% | 33% | 50% | 75% | 29 262 | 146 310 | 24 174 | 120 870 |
| SMLT | 50% | 75% | 95% | 33% | 50% | 75% | 47 111 | 235 556 | 477 491 | 2 387 455 |
| SOFL | 70% | 80% | 95% | 33% | 50% | 75% | 343 637 | 1 718 185 | 247 497 | 1 237 485 |
| T | 30% | 36% | 43% | 17% | 23% | 30% | 65 145 | 325 725 | 712 068 | 3 560 340 |
Derivatives market:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from 7 pm of July, 7th 2025 | Current concentration limit s, pcs | Concentration limits from 7 pm of July, 7th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | LK1 | LK2 | LK1 | LK2 | |
| ASTR | 50% | 80% | 95% | 33% | 50% | 75% | 121 751 | 608 755 | 107 067 | 535 335 |
| FESH | 50% | 75% | 95% | 33% | 50% | 75% | 1 006 912 | 5 034 560 | 591 972 | 2 959 860 |
| SMLT | 50% | 75% | 95% | 33% | 50% | 75% | 47 111 | 235 556 | 477 491 | 2 387 455 |
| SOFL | 70% | 80% | 95% | 33% | 50% | 75% | 343 637 | 1 718 185 | 247 497 | 1 237 485 |
| T | 30% | 36% | 43% | 17% | 23% | 30% | 65 145 | 325 725 | 712 068 | 3 560 340 |
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