CCP NCC changes the following risk parameters on Securities market starting from December, 08th 2025 and on Derivatives market starting from 7 p.m. of December, 05th 2025:
Market risk rates and concentration limits on Securities market:
Underlying
Current market risk rates
New Market risk rates from December, 08th 2025
Current Concentration Limit, # of securities
New Concentration Limit, # of securities from December, 08th 2025
S1_min
S2_min
S3_min
S1_min
S2_min
S3_min
Level 1
Level 2
Level 1
Level 2
PIKK
33%
50%
75%
25%
31%
52%
74 280
371 400
823 819
4 119 095
Underlying
Current Collateral limits,%
Collateral limits December, 08th 2025,%
PIKK
75
100
Risk parameters on Derivatives market:
Underlying
Current market risk rates, %
Market risk rates from 7 p.m. from December, 05th 2025, %
Current Concentration Limit,
New Concentration Limit from 7 p.m. from December, 05th 2025
