NCC | Risk parameters changes on Securities and Derivat

03 September 2026 Risk parameters changes on Securities and Derivatives market

CCP NCC changes the following risk parameters on Derivatives market starting from 11:50 p.m. of September, 7th 2026 and on Securities market starting from September, 8th, 2026:

1. Market risk parameters on Securities market:

Ticker	Extended collateral list group	Market risk rates			Limits per issuer, mln rub
		S_1_min	S_2_min	S_3_min
ASTR	Yes	33%	39%	75%	368

2. Market risk rates on Derivatives market:

Underlying	Market risk rates
Underlying	MR_1	MR_2	MR_3
ASTR	33%	39%	75%
ASTRM	33%	39%	75%