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04 September 2026

CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 7th of March, 2026 and on Securities market starting from March, 8th 2026:

  1. Market risk on Securities market:
Ticker Current market risk rates Market risk rates from
September, 8th 2026
S1_min S2_min S3_min S1_min S2_min S3_min
ALRS 25 31 38 20 26 33
UGLD 70 85 100 50 80 95
HEAD 25 31 50 20 26 50
BSPB 25 31 75 20 26 50
ENPG 25 31 38 20 26 33
NMTP 33 50 75 25 31 38
LSNGP 33 50 75 25 31 38
OZPH 33 50 75 25 31 38
MBNK 50 80 95 33 50 75
VKCO 26 32 39 29 35 42
WUSH 33 50 75 50 80 95
RTKM 17 23 30 20 26 33
HYDR 20 26 33 25 31 38
RASP 17 23 30 25 31 38
RTKMP 25 31 38 33 50 75
LEAS 20 55 75 33 50 75
DIAS 25 35 50 33 50 75
NKHP 33 50 75 50 80 95
ELFV 33 50 75 50 80 95
GCHE 33 50 75 50 80 95
ABIO 33 50 75 50 80 95
AKRN 33 43 54 50 80 95
ELMT 33 50 75 50 80 95
NKNCP 33 50 75 50 80 95
ABRD 33 50 75 50 80 95
CHMK 50 75 95 70 80 95

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2. Market risk rates on Derivatives market:

Underlying Current market risk rates Market risk rates from 23:50 September, 7th 2026
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
ALRS 25 31 38 20 26 33
HEAD 25 31 50 20 26 50
BSPB 25 31 75 20 26 50
ENPG 25 31 38 20 26 33
NMTP 33 50 75 25 31 38
VKCO 26 32 39 29 35 42
WUSH 33 50 75 50 80 95
RTKM 17 23 30 20 26 33
HYDR 20 26 33 25 31 38
RASP 17 23 30 25 31 38
RTKMP 25 31 38 33 50 75
LEAS 20 55 75 33 50 75
DIAS 25 35 50 33 50 75