12.02.2024 12:50
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from February 13-th 2024 and on Derivatives market starting from 19:00 February 12-th 2024:
- Market risk rates and concentration limits:
| № | Ticker | Market risk rates from 13.02.2024 | ||
| S1_min | S2_min | S3_min | ||
| 1 | MTLR | 50% | 75% | 95% |
| 2 | MTLRP | 50% | 75% | 95% |
| 3 | SMLT | 33% | 39% | 46% |
| № | Ticker | Concentration limits from 13.02.2024 | |
| LK1 | LK2 | ||
| 1 | SMLT | 26 525 | 132 625 |
- Market risk rates on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 19:00 12.02.2024 | ||||
| MR1 | MR1 | MR1 | MR1 | MR2 | MR3 | |
| MTLR | 70% | 80% | 95% | 50% | 75% | 95% |
| SMLT | 50% | 75% | 95% | 33% | 39% | 46% |
| Underlying | Concentration limits | Concentration limits from 19:00 12.02.2024 | ||
| LK1 | LK1 | LK2 | LK2 | |
| SMLT | 32 651 | 163 255 | 26 525 | 132 625 |