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20 March 2025 Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from March,21th 2025 and Derivatives market starting from 7 p.m March,20th 2025:
Market risk rates and concentration limits on the Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 21.03.2025 г., % |
Current concentration limits, pcs. | Concentration limits from 21.03.2025, pcs. | ||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| AFKS | 50% | 56% | 63% | 33% | 39% | 46% | 5 247 293 | 26 236 465 | 27 091 069 | 135 455 345 |
| AFLT | 50% | 56% | 63% | 33% | 39% | 46% | 2 114 147 | 10 570 735 | 7 201 630 | 36 008 148 |
| GMKN | 17% | 23% | 30% | 17% | 23% | 30% | 1 842 600 | 9 213 000 | 5 605 173 | 28 025 863 |
| LKOH | 25% | 31% | 38% | 20% | 26% | 33% | 137 642 | 688 210 | 136 513 | 682 563 |
| MAGN | 17% | 23% | 30% | 17% | 23% | 30% | 3 555 757 | 17 778 785 | 6 034 005 | 30 170 027 |
| MGNT | 17% | 23% | 30% | 17% | 23% | 30% | 59 158 | 295 790 | 103 982 | 519 912 |
| MOEX | 17% | 23% | 30% | 17% | 23% | 30% | 969 836 | 4 849 180 | 1 686 371 | 8 431 855 |
| MTLR | 50% | 75% | 95% | 33% | 39% | 46% | 1 944 975 | 9 724 875 | 6 721 040 | 33 605 202 |
| NVTK | 25% | 31% | 38% | 20% | 26% | 33% | 192 065 | 960 325 | 744 479 | 3 722 393 |
| PHOR | 17% | 23% | 30% | 17% | 23% | 30% | 11 416 | 57 080 | 22 732 | 113 661 |
| ROSN | 25% | 31% | 38% | 20% | 26% | 33% | 577 909 | 2 889 545 | 1 200 529 | 6 002 647 |
| RUAL | 17% | 23% | 30% | 17% | 23% | 30% | 2 412 828 | 12 064 140 | 4 208 129 | 21 040 645 |
| TRNFP | 25% | 31% | 38% | 20% | 26% | 33% | 198 200 | 991 000 | 252 438 | 1 262 189 |
| VTBR | 17% | 23% | 30% | 17% | 23% | 30% | 3 531 730 | 17 658 650 | 7 094 232 | 35 471 161 |
Market risk rates and concentration limits on the Derivatives market:
| Ticker | Current market risk rates | Market risk rates from 7 p.m. of March, 20th 2025 | Current concentration limits, pcs | Concentration limits from 7 p.m. of March, 20th 2025 | ||||||
| MR2 | MR3 | MR1 | MR2 | MR2 | MR3 | MR1 | MR2 | MR2 | MR3 | |
| AFKS | 50% | 56% | 63% | 33% | 39% | 46% | 5 247 293 | 26 236 465 | 27 091 069 | 135 455 345 |
| AFLT | 50% | 56% | 63% | 33% | 39% | 46% | 2 114 147 | 10 570 735 | 7 201 630 | 36 008 148 |
| GMKN | 17% | 23% | 30% | 17% | 23% | 30% | 1 842 600 | 9 213 000 | 5 605 173 | 28 025 863 |
| LKOH | 25% | 31% | 38% | 20% | 26% | 33% | 137 642 | 688 210 | 136 513 | 682 563 |
| MAGN | 17% | 23% | 30% | 17% | 23% | 30% | 3 555 757 | 17 778 785 | 6 034 005 | 30 170 027 |
| MGNT | 17% | 23% | 30% | 17% | 23% | 30% | 59 158 | 295 790 | 103 982 | 519 912 |
| MOEX | 17% | 23% | 30% | 17% | 23% | 30% | 969 836 | 4 849 180 | 1 686 371 | 8 431 855 |
| MTLR | 50% | 75% | 95% | 33% | 39% | 46% | 1 944 975 | 9 724 875 | 6 721 040 | 33 605 202 |
| NOTK | 25% | 31% | 38% | 20% | 26% | 33% | 192 065 | 960 325 | 744 479 | 3 722 393 |
| PHOR | 17% | 23% | 30% | 17% | 23% | 30% | 11 416 | 57 080 | 22 732 | 113 661 |
| ROSN | 25% | 31% | 38% | 20% | 26% | 33% | 577 909 | 2 889 545 | 1 200 529 | 6 002 647 |
| RUAL | 17% | 23% | 30% | 17% | 23% | 30% | 2 412 828 | 12 064 140 | 4 208 129 | 21 040 645 |
| TRNF | 25% | 31% | 38% | 20% | 26% | 33% | 198 200 | 991 000 | 252 438 | 1 262 189 |
| VTBR | 17% | 23% | 30% | 17% | 23% | 30% | 3 531 730 | 17 658 650 | 7 094 232 | 35 471 161 |