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13 October 2026

CCP NCC changes the following risk parameters on Derivatives market starting from 11:50 p.m. of October, 13th 2026, and on FX market starting from October, 14th 2026:

  1. Risk parameters on Derivatives market:
Underlying Current value Minimum margin rate floor, % New value Minimum margin rate floor, %
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
GL 11 17 24 10 16 23
GLDRUBTOM 11 17 24 10 16 23
GOLD 7 10 13 6 9 12
GOLDM 7 10 13 6 9 12
PLD 19 26 33 16 23 30
PLDM 19 26 33 16 23 30
PLT 16 20 25 11 15 20
PLTM 16 20 25 11 15 20
SILV 18 23 31 14 19 27
SILVM 18 23 31 14 19 27
SL 20 26 34 16 22 30
SLVRUBTOM 20 26 34 16 22 30

 

Underlying Current value Concentration Limit, pcs. New value Concentration Limits, pcs.
Level 1 Level 2 Level 1 Level 2
GOLD 59 490 297 440 72 332 361 662
GOLDM 1 189 800 5 948 800 1 446 640 7 233 240
PLD 14 135 70 670 10 432 52 160
PLDM 282 700 1 413 400 208 640 1 043 200
PLT 31 620 158 110 9 900 49 500
PLTM 632 400 3 162 200 198 000 990 000
SILV 3 162 275 15 811 370 2 044 988 10 224 941
SILVM 3 162 275 15 811 370 2 044 988 10 224 941
    2. Risk parameters on FX market:
Underlying Current market risk rates, % New market risk rates, %
S_1 S_2 S_3 S_1 S_2 S_3
GLDRUB 11 17 24 10 16 23
SLVRUB 20 26 34 16 22 30
PLTRUB 18 24 100 13 19 100
PLDRUB 20 29 100 17 26 100