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20 March 2025



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