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If the market volatility does not significantly increase, CCP NCC will change risk parameters:
- on the FX and precious metals, Securities market?partly from December 29th, 2025 till January 5th, 2026 (inclusive):
| Asset | Current market risk rate 1st level, % | Current market risk rate 2nd level, % | Current market risk rate 3rd level, % | Market risk rate 1st level from December 29th, 2025 till January 5th, 2026 (inclusive), % | Market risk rate 2nd level from December 29th, 2025 till January 5th, 2026 (inclusive), % | Market risk rate 3rd level from December 29th, 2025 till January 5th, 2026 (inclusive), % |
| CNYRUB | 8 | 10 | 12 | 10 | 12 | 14 |
| GLDRUB | 10 | 16 | 23 | 11 | 17 | 24 |
| SLVRUB | 15 | 24 | 34 | 17 | 26 | 36 |
| CNYW/CNYF | 12.5 | 14.5 | 16.5 | 14.5 | 16.5 | 18.5 |
| GLDW/GLDF | 15.5 | 21.5 | 28.5 | 16.5 | 22.5 | 29.5 |
| RU000A108JH3 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A105PQ7 | 8 | 24 | 40 | 10 | 26 | 42 |
| RU000A105112 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A1060Q0 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A105104 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A10B347 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A105ZC6 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A10B784 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A108PZ2 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A1071S3 | 8 | 11 | 14 | 10 | 13 | 16 |
| RU000A1057S2 | 9 | 12 | 15 | 10 | 13 | 16 |
- on the Derivatives market partly from 7:00 pm on December 26th, 2025 till 7:00 pm on January 5th, 2026:
| Underlying | Current market risk rate 1st level, % | Current market risk rate 2nd level, % | Current market risk rate 3rd level, % | Market risk rate 1st from 7:00 pm on December 26th, 2025 till 7:00 pm on January 5th, 2026, % | Market risk rate 2nd level from 7:00 pm on December 26th, 2025 till 7:00 pm on January 5th, 2026, % | Market risk rate 3rd level from 7:00 pm on December 26th, 2025 till 7:00 pm on January 5th, 2026, % |
| TTF | 32 | 50 | 71 | 43 | 61 | 82 |
| ORANGE | 14 | 23 | 29 | 21 | 30 | 36 |
| COFFEE | 10 | 16 | 24 | 12 | 18 | 26 |
| GL | 10 | 16 | 23 | 11 | 17 | 24 |
| GLDRUBTOM | 10 | 16 | 23 | 11 | 17 | 24 |
| XIA | 14 | 22 | 31 | 17 | 25 | 34 |
| CNY | 8 | 10 | 12 | 10 | 12 | 14 |
| CNYRUBTOM | 8 | 10 | 12 | 10 | 12 | 14 |
| SOXQ | 10 | 14 | 18 | 14 | 18 | 22 |
| MOEXCNY | 12 | 19 | 27 | 15 | 22 | 30 |
| GOLD | 5 | 8 | 11 | 6 | 8 | 11 |
| BR/BRM | 12 | 18 | 26 | 15 | 21 | 29 |
| Underlying | Current concentration limit 1st level, pcs | Current concentration limit 2nd level, pcs | Concentration limit 1st level from 7:00 pm on December 26th, 2025 till 7:00 pm on January 5th, 2026, pcs | Concentration limit 2nd level from 7:00 pm on December 26th, 2025 till 7:00 pm on January 5th, 2026, pcs |
| COCOA | 110 000 | 550 000 | 77 000 | 385 000 |
| NG/NGM | 33 236 200 | 166 181 000 | 28 250 770 | 141 253 850 |
| SILV/SILVM | 856 310 | 4 281 550 | 770 680 | 3 853 400 |
- on the Standardized OTC Derivatives market
from December 29th, 2025 till January 5th, 2026 (inclusive)
| Underlying | Current FHS rate | FHS rate from December 29th, 2025 till January 5th, 2026 (inclusive) |
| CNY/RUB Fx Rate | 8% | 10% |
from December 29th, 2025 till January 9th, 2026 (inclusive)
| Parameter | Current value, days | Value from December 29th, 2025 till January 9th, 2026 (inclusive), days |
| Risk horizon | 5 | 7 |
The FX and Precious Metals, Security and Deposit, Derivatives, Standardized OTC Derivatives Markets will operate as usual on December 30 2025, January 5, 6, 8, 9 2026. NCC will carry out clearing mark-to-market sessions and issue margin calls which are to be fulfilled within the time frames specified in the Clearing Rules.