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27 March 2026

CCP NCC changes risk params on the Securities market and on the Derivatives market:

  1. On the Securities market:
Ticker Current market risk rates, % Market risk rates from
02.04.2026, %		 Market risk rates from
06.04.2026, %		 Market risk rates from 09.04.2026, %
S1_min S2_min S3_min S1_min S2_min S3_min S1_min S2_min S3_min S1_min S2_min S3_min
T 17% 23% 30% 50% 75% 95% 70% 80% 95% 100% 100% 100%

        2. Ban on short selling an eligible collateral on the Securities market:

Ticker Current Ban on short selling Ban on short selling from 06.04.2026 Current eligible collateral Eligible collateral from 09.04.2026
T No Yes Yes No

        3. On the Securities market from 17.04.2026:

Ticker Market risk rates from
17.04.2026, %		 Concentration limits from 17.04.2026, pcs Ban on short selling from 17.04.2026 Eligible collateral from 17.04.2026
S1_min S2_min S3_min LK1 LK2
T 17% 23% 30% 4 300 290 21 501 450 No Yes







 

      4. On the Derivatives market:

BC Current market risk rates Market risk rates from 23:50 08.04.2026
MR1 MR2 MR3 MR1 MR2 MR3
T 17% 23% 30% 23% 29% 36%





 

       5. On the Derivatives market from 23:50 16.04.2026:

 

BC Market risk rates from 23:50 16.04.2026
MR1 MR2 MR3
T 17% 23% 30%




 

Underlying Current concentration limits, pcs Concentration limits from 23:50 16.04.2026, шт.
LK1 LK2 LK1 LK2
T 430 029 2 150 145 4 300 290 21 501 450