23.01.2024 11:55
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from January 24-th 2024:
| № | Ticker | Current market risk rates, % | Market risk rates from 24.01.2024, % | Current concentration limits | Concentration limits from 24.01.2024 | ||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | ||
| 1 | RU000A102T63 | 70% | 85% | 100% | 8% | 11% | 14% | 60,000 | 300,000 | 100,000 | 500,000 |
| 2 | RU000A100ZL8 | 70% | 85% | 100% | 8% | 11% | 14% | 75,000 | 375,000 | 120,000 | 600,000 |
| 3 | RU000A100WA8 | 70% | 85% | 100% | 8% | 11% | 14% | 75,000 | 375,000 | 140,000 | 700,000 |
| 4 | RU000A103PX8 | 70% | 85% | 100% | 11% | 14% | 17% | 60,000 | 300,000 | 200,000 | 1,000,000 |
| 5 | RU000A106888 | 70% | 85% | 100% | 12% | 15% | 18% | 60,000 | 300,000 | 140,000 | 700,000 |
| 6 | RU000A105VU7 | 13% | 16% | 19% | 11% | 14% | 17% | 200,000 | 1,000,000 | 200,000 | 1,000,000 |
| 7 | RU000A103QH9 | 11% | 14% | 17% | 10% | 13% | 16% | 200,000 | 1,000,000 | 200,000 | 1,000,000 |