NCC | Risk parameters changes on Derivatives and Securi

07 July 2025 Risk parameters changes on Derivatives and Securities market

CCP NCC changes the following risk parameters on Securities market starting from July,8th 2025 and on Derivatives market starting from 7 p.m. of July,7th 2025:

Securities market:

Market risk rates and concentration limits:

Underlying	Current market risk rates			Market risk rates from July, 8th 2025			Current concentration limits, pcs		Concentration limits from July, 8th 2025
Underlying	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2	LK1	LK2
ASTR	50%	80%	95%	33%	50%	75%	121 751	608 755	107 067	535 335
FESH	50%	75%	95%	33%	50%	75%	1 006 912	5 034 560	591 972	2 959 860
MDMG	70%	80%	95%	33%	50%	75%	29 262	146 310	24 174	120 870
SOFL	70%	80%	95%	33%	50%	75%	343 637	1 718 185	247 497	1 237 485
T	30%	36%	43%	17%	23%	30%	65 145	325 725	712 068	3 560 340

Derivatives market:

Market risk rates and concentration limits:

Underlying	Current market risk rates			Market risk rates from 7 p.m. of July, 7th 2025			Current concentration limits, pcs		Concentration limits from 7 p.m. of July, 7th 2025
Underlying	MR1	MR2	MR3	MR1	MR2	MR3	LK1	LK2	LK1	LK2
ASTR	50%	80%	95%	33%	50%	75%	121 751	608 755	107 067	535 335
FESH	50%	75%	95%	33%	50%	75%	1 006 912	5 034 560	591 972	2 959 860
SOFL	70%	80%	95%	33%	50%	75%	343 637	1 718 185	247 497	1 237 485
T	30%	36%	43%	17%	23%	30%	65 145	325 725	712 068	3 560 340