NCC | Risk parameters changes on Securities market

CCP NCC changes the following risk parameters on Securities market starting from December,30th 2025:

Market risk rates and concentration limits on Securities market:

Underlying	Current market risk rates			Market risk rates from December, 30th 2025			Concentration limits from December, 30th 2025, pcs
Underlying	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2
OZON	50%	75%	95%	33%	50%	75%	72 236	361 180
DOMRF	50%	75%	95%	33%	50%	75%	43 840	219 200
CNRU	33%	50%	75%	33%	50%	75%	43 389	216 945