13.10.2022 11:11
Risk parameters change on the FX, Securities, Derivatives market and Standardized OTC Derivatives market
CCP NCC sets the following risk parameters:
FX and Securities market:
| # | Asset | Current concentration Limit, # of securities |
New concentration Limit, # of securities from 14.10.2022 |
||
|---|---|---|---|---|---|
| Level 1 | Level 2 | Level 1 | Level 2 | ||
| 1 | USD | 1 000 000 000 | 5 000 000 000 | 500 000 000 | 2 500 000 000 |
| 2 | EUR | 700 000 000 | 3 500 000 000 | 250 000 000 | 1 250 000 000 |
Derivatives market:
| # | Underlying | Current concentration Limit, # of securities |
New concentration Limit, # of securities from 19:00 13.10.2022 |
||
|---|---|---|---|---|---|
| Level 1 | Level 2 | Level 1 | Level 2 | ||
| 1 | Si | 1 000 000 000 | 5 000 000 000 | 500 000 000 | 2 500 000 000 |
| 2 | USDRUBTOM | 1 000 000 000 | 5 000 000 000 | 500 000 000 | 2 500 000 000 |
| 3 | Eu | 700 000 000 | 3 500 000 000 | 250 000 000 | 1 250 000 000 |
| 4 | EURRUBTOM | 700 000 000 | 3 500 000 000 | 250 000 000 | 1 250 000 000 |
Standardized OTC derivatives market
| # | Description | Current concentration Limit, # of securities |
New concentration Limit, # of securities from 14.10.2022 |
||
|---|---|---|---|---|---|
| Level 1 | Level 2 | Level 1 | Level 2 | ||
| 1 | USD | 1 000 000 000 | 5 000 000 000 | 500 000 000 | 2 500 000 000 |
| 2 | EUR | 700 000 000 | 3 500 000 000 | 250 000 000 | 1 250 000 000 |