29.04.2021 08:28

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from April 30, 2021:

№	Ticker	Current Market risk rates, %			New Market risk rates, %
№	Ticker	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	XS1513741311	8%	11%	14%	27%	30%	33%
2	XS1760786340	16%	19%	22%	27%	30%	33%
3	XS0979891925	18%	21%	24%	15%	18%	21%
4	XS2063279959	22%	25%	28%	27%	30%	33%
5	RU000A102879	24%	27%	30%	28%	31%	34%
6	RU000A102FE1	25%	28%	100%	24%	27%	100%
7	RU000A102QJ7	25%	28%	31%	27%	30%	33%
8	RU000A102HC1	25%	28%	31%	28%	31%	34%
9	XS0810596832	25%	28%	31%	27%	30%	33%
10	XS0842078536	25%	28%	31%	10%	13%	16%
11	RU000A1028U9	26%	29%	32%	24%	27%	30%
12	RU000A102564	26%	29%	32%	24%	27%	30%
13	XS0848530977	26%	29%	32%	10%	13%	16%
14	XS0935311240	27%	30%	33%	13%	16%	19%
15	RU000A101TT2	28%	31%	34%	28%	31%	34%
16	XS2243636219	28%	31%	34%	27%	30%	33%
17	XS2243631095	28%	31%	34%	27%	30%	33%
18	RU000A102E37	30%	33%	100%	24%	27%	100%
19	RU000A101Y18	41%	44%	47%	24%	27%	30%
20	RU000A0ZZFZ4	100%	100%	100%	28%	31%	34%
21	RU000A102S72	100%	100%	100%	24%	27%	30%
22	RU000A102887	100%	100%	100%	24%	27%	30%
23	RU000A1014J2	100%	100%	100%	28%	31%	34%

№	Ticker	Current Concentration limits, units		New Concentration limits, units
№	Ticker	LK_1	LK_2	LK_1	LK_2
1	RU000A0ZZFZ4	2 000	2 001	400 000	2 000 000
2	RU000A102S72	2 000	2 001	480	2 400
3	RU000A102887	2 000	2 001	40	200
4	RU000A1014J2	2 000	2 001	40	200

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