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14 October 2022

CCP NCC sets the following risk parameters:

FX and Securities market:

# Asset Current market risk rates Market risk rates
from 18.10.2022 г.		 Market risk rates
from 20.10.2022 г.
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
1 USD 15% 17% 19% 15% 22% 27% 15% 27% 35%
2 EUR 15% 17% 19% 15% 22% 27% 15% 27% 35%


Derivatives market:

# Underlying Current market risk rates Market risk rates
from 7 p.m. 17.10.2022 г.		 Market risk rates
from 7 p.m. 19.10.2022 г.
MR1 MR2 MR3 MR1 MR2 MR3 MR1 MR2 MR3
1 Si 15% 17% 19% 15% 22% 27% 15% 27% 35%
2 USDRUBTOM 15% 17% 19% 15% 22% 27% 15% 27% 35%
3 Eu 15% 17% 19% 15% 22% 27% 15% 27% 35%
4 EURRUBTOM 15% 17% 19% 15% 22% 27% 15% 27% 35%


Standardized OTC derivatives market

# Description Current concentration limit add-on New concentration limit add-on from 18.10.2022 г. New concentration limit add-on from 20.10.2022 г.
Level 1 Add-on_1 Level 2 Add-on_2 Level 1 Add-on_1 Level 2 Add-on_2 Level 1 Add-on_1 Level 2 Add-on_2
1 USD-RUB-TOM-CENTRAL 2% 4% 7% 12% 12% 20%
2 EUR-RUB-TOM-CENTRAL 2% 4% 7% 12% 12% 20%