CCP NCC changes the following risk parameters on Securities market and On the Derivatives market:
- Market risk rates and concentration limits:
| Ticker |
Current market risk rates |
Market risk rates from 17.09.2024 |
Current concentration limits |
Concentration limits from 17.09.2024 |
| S1_min |
S2_min |
S3_min |
S1_min |
S2_min |
S3_min |
LK1 |
LK2 |
LK1 |
LK2 |
| YDEX |
17% |
27% |
38% |
17% |
23% |
30% |
140 537 |
702 685 |
249 180 |
1 245 897 |
| ASTR |
50% |
80% |
95% |
50% |
80% |
95% |
85 046 |
425 230 |
121 751 |
608 755 |
| TATN |
20% |
45% |
55% |
17% |
23% |
30% |
335 647 |
1 678 235 |
376 426 |
1 882 132 |
| TATNP |
25% |
45% |
55% |
20% |
26% |
33% |
83 786 |
418 930 |
94 995 |
474 974 |
- Collateral:
| Ticker |
Current Collateral |
Collateral from 20.09.2024 |
| YDEX |
No |
Yes |
- On the Derivatives market:
| Тикер |
Market risk rates |
Market risk rates from 19:00 16.09.2024 |
Concentration Limit |
Concentration Limit from 19:00 16.09.2024 |
| MR_1 |
MR_2 |
MR_3 |
MR_1 |
MR_2 |
MR_3 |
Level 1 |
Level 2 |
Level 1 |
Level 2 |
| YDEX |
17% |
27% |
38% |
17% |
23% |
30% |
140 537 |
702 685 |
249 180 |
1 245 897 |
| ASTR |
50% |
80% |
95% |
50% |
80% |
95% |
85 046 |
425 230 |
121 751 |
608 755 |
| TATN |
20% |
45% |
55% |
17% |
23% |
30% |
335 647 |
1 678 235 |
376 426 |
1 882 132 |
| TATP |
25% |
45% |
55% |
20% |
26% |
33% |
83 786 |
418 930 |
94 995 |
474 974 |
