CCP NCC changes the following risk parameters on Securities market starting from September ,3rd 2025 and on Derivatives market starting from 7 p.m. September, 2nd 2025:
1. Market risk rates and concentration limits on Securities market:
Underlying
Current market risk rates, %
Market risk rates from September, 3rd 2025, %
Current concentration limits, pcs
Concentration limits from September, 3rd 2025, pcs
S1_min
S2_min
S3_min
S1_min
S1_min
S2_min
S3_min
S1_min
S1_min
S2_min
AFKS
33
39
46
25
31
38
27 091 069
135 455 345
20 972 958
104 864 790
AFLT
33
39
46
25
31
38
7 201 630
36 008 148
5 107 761
25 538 805
SVCB
17
34
59
17
34
59
6 816 986
34 084 929
9 131 715
45 658 575
X5
25
31
38
17
23
30
144 937
724 686
179 145
895 725
SIBN
17
23
30
18
24
31
147 935
739 675
188 904
944 520
MGNT
17
23
30
22
28
35
103 982
519 912
65 968
329 840
SPBE
75
90
100
50
75
95
593 620
2 968 100
1 053 654
5 268 270
RU000A10AF49
14
27
40
15
18
21
1 000 000
5 000 000
1 000 000
5 000 000
2. Collateral on Securities market:
Underlying
Current value of Collateral
Value of Collateral from September, 3rd 2025
SVCB
No
Yes
SIBN
No
Yes
MGNT
No
Yes
RU000A10BGY3
No
Yes
RU000A1075E4
No
Yes
RU000A1078S8
No
Yes
RU000A10AF49
No
Yes
3. Market risk rates and concentration limits on Derivatives market
Underlying
Current market risk rates, %
Market risk rates from 7 p.m. September, 2nd 2025, %
Current concentration limits, pcs
Concentration limits from 7 p.m. September, 2nd 2025, pcs
