04.09.2026 21:39
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on on Securities market:
- Market risk on Securities market from September, 7th 2026:
| Ticker | Current market risk rates, % | Current concentration limits, units | |||
| S1_min | S2_min | S3_min | 1 level | 2 level | |
| DIVD | 23 | 33 | 100 | 4439 | 22197 |
| EQMX | 16 | 22 | 100 | 782865 | 3914325 |
| GROD | 25 | 35 | 100 | 6109 | 30545 |
| SBHI | 22 | 32 | 100 | 589622 | 2948113 |
| SBMX | 17 | 22 | 100 | 1091896 | 5459480 |
| TDIV | 20 | 30 | 100 | 501504 | 2507522 |
| TMOS | 40 | 59 | 100 | 1886356 | 9431780 |
| AKQU | 21 | 31 | 100 | 127900 | 639500 |
| BCSR | 100 | 100 | 100 | 2000 | 2001 |
| AKBC | 100 | 100 | 100 | 2000 | 2001 |
| SBSC | 100 | 100 | 100 | 2000 | 2001 |
| SBBC | 100 | 100 | 100 | 2000 | 2001 |
| AKGD | 38 | 57 | 100 | 64935 | 324675 |
| GOLD | 21 | 31 | 100 | 8714596 | 43572984 |
| SBGD | 24 | 33 | 100 | 235627 | 1178134 |
| AKPP | 100 | 100 | 100 | 2000 | 2001 |
| AMGL | 100 | 100 | 100 | 2000 | 2001 |
| BCSG | 100 | 100 | 100 | 2000 | 2001 |
| Тикер | Market risk rates from September 7th 2026, % | Concentration limits from September 7th 2026, units | |||
| S1_min | S2_min | S3_min | 1 level | 2 level | |
| DIVD | 17 | 29 | 100 | 5 055 | 25 277 |
| EQMX | 21 | 31 | 100 | 303 625 | 1 518 127 |
| GROD | 100 | 100 | 100 | 6 109 | 30 545 |
| SBHI | 18 | 30 | 100 | 848 896 | 4 244 482 |
| SBMX | 22 | 31 | 100 | 1 331 086 | 6 655 430 |
| TDIV | 100 | 100 | 100 | 795 520 | 3 977 598 |
| TMOS | 28 | 52 | 100 | 922 509 | 4 612 546 |
| AKQU | 100 | 100 | 100 | 127 900 | 639 500 |
| BCSR | 28 | 52 | 100 | 542 888 | 2 714 441 |
| AKBC | 14 | 20 | 100 | 63 420 | 317 098 |
| SBSC | 28 | 52 | 100 | 778 198 | 3 890 990 |
| SBBC | 14 | 20 | 100 | 615 764 | 3 078 818 |
| AKGD | 27 | 51 | 100 | 40 475 | 202 373 |
| GOLD | 17 | 28 | 100 | 10 868 567 | 54 342 835 |
| SBGD | 17 | 28 | 100 | 405 980 | 2 029 902 |
| AKPP | 32 | 56 | 100 | 33 532 | 167 661 |
| AMGL | 17 | 28 | 100 | 33 924 | 169 618 |
| BCSG | 27 | 50 | 100 | 341 064 | 1 705 321 |