News

CCP NCC changes the following risk parameters on Derivatives market starting from 11:50 p.m. of May, 15th 2026 and on Securities market starting from May, 18th 2026:

  1. Risk parameters on Securities market:
Ticker Current market risk rates Market risk rates from
May, 18th 2026
Current Concentration limits, pcs. Concentration limits from May, 18th 2026, pcs.
S1_min S2_min S3_min S1_min S2_min S3_min LK1 LK2 LK1 LK2
OBLG 26% 35% 100% 25% 34% 100% 34 829 174 143 78 620 393 100






 

Ticker Market risk rates
Current value from 18.05.2026
OZON 75% 90%
RENI 75% 90%






 

Ticker Eligible collateral
Current value from 18.05.2026
OZON No Yes
AFLT No Yes
RENI No Yes







 

  1. Risk parameters on Derivatives market:
Underlying Market risk rates
Current value from 11:50 p.m. May, 15th 2026
OZON 75% 90%
RENI 75% 90%