CCP NCC changes the following risk parameters on Securities market starting from October,22th 2025 and on Derivatives market starting from 7 p.m. of October,21th 2025: Market risk rates and concentration limits on Securities market:
Underlying
Current market risk rates
Market risk rates from October, 22th 2025
S1_min
S2_min
S3_min
S1_min
S2_min
S3_min
PIKK
20%
26%
52%
33%
50%
75%
Underlying
Current Collateral limits,%
Collateral limits from October, 22th 2025,%
PIKK
100
75
Concentration limits on Derivatives market:
Underlying
Current market risk rates, %
Market risk rates from 7 p.m. from October, 21th 2025, %
