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21 January 2026

CCP NCC changes the following risk parameters on Derivatives market starting from 7 p.m. of January, 21st 2026 and on Securities market starting from January, 22nd 2026:

  1. Market risk rates and concentration limits on Securities market:
Ticker Current market risk rates Market risk rates from
January, 22nd 2026
S1_min S2_min S3_min S1_min S2_min S3_min
SFIN 33% 50% 75% 50% 75% 90%

 

 

Ticker Current concentration limits, pcs Concentration limits from January, 22nd 2026, pcs
LK1 LK2 LK1 LK2
SFIN 60 108 300 541 72 956 364 780



 

  1. Market risk rates and concentration limits on Derivatives market:
Underlying Current market risk rates Market risk rates from 7 p.m. January, 21st 2026
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
NG 19% 29% 41% 24% 34% 46%
NGM 19% 29% 41% 24% 34% 46%
SFIN 33% 50% 75% 50% 75% 90%






 

Underlying Current concentration limits, pcs Concentration limits from 7 p.m. January, 21st 2026, pcs
LK1 LK2 LK1 LK2
SFIN 60 108 300 541 72 956 364 780