Risk parameters changes on Derivatives and Securities market

CCP NCC changes the following risk parameters on Securities market starting from November,1st 2025 and on Derivatives market starting from 7 p.m. of October,31th 2025:

Market risk rates and concentration limits on Securities market:

Underlying	Current market risk rates	Market risk rates from November, 1st 2025	Current concentration limits, pcs	Concentration limits from November, 1st 2025, pcs
S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2	LK1	LK2
NLMK	20%	26%	33%	17%	23%	30%	1 251 005	6 255 025	1 733 868	8 669 340
IVAT	50%	75%	95%	33%	50%	75%	14 492	72 458	185 053	925 265
FIXR	50%	75%	95%	33%	50%	75%	10 526 316	52 631 579	36 919 188	184 595 940
LENT	50%	75%	95%	33%	50%	75%	13 977	69 885	11 934	59 670

Underlying	Current concentration limits, pcs	Concentration limits from November, 1st 2025, pcs
LK1	LK2	LK1	LK2
DATA	84 439	422 195	111 982	559 910

Concentration limits on Derivatives market:

Underlying	Current market risk rates	Market risk rates from 7 p.m. October, 31th 2025	Current concentration limits, pcs	Concentration limits from 7 p.m. October, 31th 2025, pcs
MR_1	MR_2	MR_1	MR_2	MR_1	MR_2	LK1	LK2	LK1	LK2
NLMK	20%	26%	33%	17%	23%	30%	1 251 005	6 255 025	1 733 868	8 669 340