CCP NCC changes the following risk parameters on Securities market starting from March,14th 2025 and on Derivatives market starting from 7 p.m. of March,13th 2025:
Securities market:
Market risk rates and concentration limits:
Underlying
Current market risk rates
Market risk rates from March, 14th 2025
Current concentration limits, pcs
Concentration limits from March, 14th 2025
S1_min
S2_min
S3_min
S1_min
S2_min
S3_min
LK1
LK2
LK1
LK2
X5
70%
80%
95%
50%
75%
95%
42 843
214 215
54 315
271 575
Derivatives market:
Market risk rates and concentration limits:
Underlying
Current market risk rates
Market risk rates from 7 p.m. of March, 13th 2025
Current concentration limits, pcs
Concentration limits from 7 p.m. of March, 13th 2025
