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19 March 2026

CCP NCC changes the following risk parameters on Derivatives market starting from 7 p.m. of March, 20th 2026 and on Securities market starting from March, 23rd 2026:

  1. Market risk on Securities market:
Ticker Current market risk rates Market risk rates from
March, 23rd 2026
S1_min S2_min S3_min S1_min S2_min S3_min
OZON 33% 50% 75% 25% 31% 75%
SFIN 50% 75% 90% 33% 50% 75%
HEAD 33% 50% 75% 25% 31% 50%
DOMRF 33% 50% 75% 25% 31% 38%
RAGR 50% 75% 95% 33% 50% 75%
BSPB 33% 50% 75% 25% 31% 75%
BELU 36% 42% 49% 38% 44% 51%
ASTR 33% 50% 75% 25% 31% 75%
ENPG 33% 50% 75% 25% 31% 38%
MDMG 33% 50% 75% 25% 31% 38%
LENT 33% 50% 75% 25% 31% 38%
FESH 33% 50% 75% 25% 31% 38%
NMTP 50% 75% 95% 33% 50% 75%
TRMK 70% 80% 95% 50% 80% 95%
UNAC 50% 75% 95% 33% 50% 75%
MBNK 70% 80% 95% 50% 80% 95%
MRKC 50% 75% 95% 33% 50% 75%
VSEH 50% 75% 95% 33% 50% 75%
LSRG 50% 75% 95% 33% 50% 75%
VSMO 40% 57% 82% 33% 50% 75%
PRMD 50% 75% 95% 33% 50% 75%
MRKP 50% 75% 95% 33% 50% 75%















 

 

2. Market risk rates on Derivatives market:

Underlying Current market risk rates Market risk rates from 7 p.m. March, 20th 2026
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
OZON 33% 50% 75% 25% 31% 75%
SFIN 50% 75% 90% 33% 50% 75%
HEAD 33% 50% 75% 25% 31% 50%
BSPB 33% 50% 75% 25% 31% 75%
BELUGA 36% 42% 49% 38% 44% 51%
ASTR 33% 50% 75% 25% 31% 75%
ENPG 33% 50% 75% 25% 31% 38%
MDMG 33% 50% 75% 25% 31% 38%
FESH 33% 50% 75% 25% 31% 38%