CCP NCC changes the following risk parameters on Securities market starting from July,16th 2025 and on Derivatives market starting from 7 p.m. of July,15th 2025:
Securities market:
Market risk rates and concentration limits:
Underlying
Current market risk rates
Market risk rates from July, 16th 2025
Current concentration limits, pcs
Concentration limits from July, 16th 2025
S1_min
S2_min
S3_min
S1_min
S2_min
S3_min
LK1
LK2
LK1
LK2
X5
50%
75%
95%
25%
31%
38%
54 315
271 575
144 937
724 686
Derivatives market:
Market risk rates and concentration limits:
Underlying
Current Minimum Initial Margin for the Market Risk, %
Minimum Initial Margin for the Market Risk, % from 7 p.m. of July, 15th 2025
Current concentration limits, pcs
Concentration limits from 7 p.m. of July, 15th 2025
