NCC | Risk parameters changes on Derivatives and Securi

16 October 2025 Risk parameters changes on Derivatives and Securities market

CCP NCC changes the following risk parameters on Securities market starting from October,21th 2025 and on Derivatives market starting from 7 p.m. of October,20th 2025:
Market risk rates and concentration limits on Securities market:

Underlying	Current market risk rates			Market risk rates from October, 21th 2025			Current concentration limits, pcs		Concentration limits from October, 21th 2025
Underlying	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2	LK1	LK2
ENPG	50%	75%	95%	33%	50%	75%	53 187	265 934	118 358	591 790
SELG	50%	80%	95%	33%	50%	75%	689 328	3 446 639	751 459	3 757 295
CNRU	50%	75%	95%	33%	50%	75%	17 392	86 960	35 042	175 210

Underlying	Current concentration limits, pcs		Concentration limits from October, 21th 2025
Underlying	LK1	LK2	LK1	LK2
VTBR	7 094 232	35 471 161	13 021 333	65 106 665

Concentration limits on Derivatives market:

Underlying	Current concentration limits, pcs		Concentration limits from 7 p.m. of October, 20th 2025
Underlying	LK1	LK2	LK1	LK2
VTBR	7 094 232	35 471 161	13 021 333	65 106 665