NCC | Risk parameters on Securities market

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19 October 2026 Risk parameters on Securities market

CCP NCC changes the following risk parameters on Securities market starting from October, 20-th 2026 :

№	Ticker	Description	Current market risk rates, %			New market risk rates, %
№	Ticker	Description	Level 1, S1_min	Level 2, S2_min	Level 3, S3_min	Level 1, S1_min	Level 2, S2_min	Level 3, S3_min
1	RU000A10GE36	Acron BO-002P-04	8%	11%	14%	12%	15%	18%

№	Ticker	Description	Current collateral	New collateral
1	RU000A10GE36	Acron BO-002P-04	No	Yes