NCC | Risk Parameters Change for the Securities

News

21 September 2026 Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	Minimum Initial Margin for the Market Risk, % (S_1_min)		Minimum Initial Margin for the Market Risk, % (S_2_min)		Minimum Initial Margin for the Market Risk, % (S_3_min)		New value effective for
Ticker	Current value	New value	Current value	Новое значение	Current value	New value	New value effective for
HEAD	20%	26%	26%	32%	50%	56%	25.09.2026 - 28.09.2026

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
AKRN	35%	77%	24.09.2026 - 25.09.2026
HEAD	35%	77%	25.09.2026 - 28.09.2026
OZPH	35%	77%	28.09.2026 - 29.09.2026

Ticker	x_pr	New value effective for
HEAD	1.52	25.09.2026 - 28.09.2026

Ticker	w	New value effective for
HEAD	0.07	25.09.2026 - 28.09.2026