08.10.2018 19:15
Risk Parameters Change on Securities market
CCP NCC is changing market risk rates on Securities market starting from October 15, 2018 for the following shares:
| № | Ticker | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| 1 | AVAZ | 70% | 80% | 95% | 100% | 100% | 100% |
| 2 | AVAZP | 70% | 80% | 95% | 100% | 100% | 100% |
| 3 | RSTI | 17% | 24% | 38% | 21% | 30% | 47% |
| № | Ticker | Current concentration limits | New concentration limits | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| 1 | IRKT | 909 571 | 4 547 855 | 127 500 | 637 500 |