Risk parameters changes on Derivatives and Securities market
October 30, 2025, 4:17 PM
CCP NCC changes the following risk parameters on Securities market starting from November,1st 2025 and on Derivatives market starting from 7 pm of October,31st 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | Market risk rates from November, 1st 2025 | Current concentration limit s, pcs | Concentration limits from November, 1st 2025, pcs | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| NLMK | 20% | 26% | 33% | 17% | 23% | 30% | 1,251,005 | 6,255,025 | 1,733,868 | 8 669 340 |
| IVAT | 50% | 75% | 95% | 33% | 50% | 75% | 14,492 | 72,458 | 185,053 | 925 265 |
| FIXR | 50% | 75% | 95% | 33% | 50% | 75% | 10 526 316 | 52,631,579 | 36,919,188 | 184 595 940 |
| LENT | 50% | 75% | 95% | 33% | 50% | 75% | 13,977 | 69,885 | 11,934 | 59,670 |
| Underlying | Current concentration limit s, pcs | Concentration limits from November, 1st 2025, pcs | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| DATA | 84,439 | 422 195 | 111,982 | 559 910 |
Concentration limits on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 7 pm October, 31st 2025 | Current concentration limit s, pcs | Concentration limits from 7 pm October, 31st 2025, pcs | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MR _ 1 | MR _2 | MR _ 1 | MR _2 | MR _ 1 | MR _2 | LK1 | LK2 | LK1 | LK2 | |
| NLMK | 20% | 26% | 33% | 17% | 23% | 30% | 1,251,005 | 6,255,025 | 1,733,868 | 8 669 340 |
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