10.08.2023 16:15
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from August 14, 2023 :
| № | Ticker | Current market risk rates, % | New market risk rates, % | Current concentration Limit, # of securities | New concentration Limit, # of securities | ||||||
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1 | Level 2 | Level 1 | Level 2 | ||
| 1 | RU000A105QW3 | 100% | 100% | 100% | 31% | 34% | 37% | 2 000 | 2 001 | 19 882 | 99 408 |
| 2 | RU000A105QX1 | 100% | 100% | 100% | 31% | 34% | 37% | 2 000 | 2 001 | 11 028 | 55 140 |