CCP NCC changes the following risk parameters on Securities market starting from November,1st 2025 and on Derivatives market starting from 7 p.m. of October,31th 2025: Market risk rates and concentration limits on Securities market:
Underlying
Current market risk rates
Market risk rates from November, 1st 2025
Current concentration limits, pcs
Concentration limits from November, 1st 2025, pcs
S1_min
S2_min
S3_min
S1_min
S2_min
S3_min
LK1
LK2
LK1
LK2
NLMK
20%
26%
33%
17%
23%
30%
1 251 005
6 255 025
1 733 868
8 669 340
IVAT
50%
75%
95%
33%
50%
75%
14 492
72 458
185 053
925 265
FIXR
50%
75%
95%
33%
50%
75%
10 526 316
52 631 579
36 919 188
184 595 940
LENT
50%
75%
95%
33%
50%
75%
13 977
69 885
11 934
59 670
Underlying
Current concentration limits, pcs
Concentration limits from November, 1st 2025, pcs
LK1
LK2
LK1
LK2
DATA
84 439
422 195
111 982
559 910
Concentration limits on Derivatives market:
Underlying
Current market risk rates
Market risk rates from 7 p.m. October, 31th 2025
Current concentration limits, pcs
Concentration limits from 7 p.m. October, 31th 2025, pcs
