03.10.2024 10:38
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from October 04, 2024:
| Ticker | Market risk rates | Market risk rates FROM 04.10.24 | Concentration Limit, # of securities | Concentration Limit, # of securities FROM 04.10.24 |
||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | Level 1 | Level 2 | Level 1 | Level 2 | |
| EQMX | 16% | 22% | 100% | 16% | 22% | 100% | 104 668 | 523 341 | 782 865 | 3 914 325 |
| SBGD | 26% | 42% | 100% | 24% | 33% | 100% | 770 024 | 3 850 122 | 235 627 | 1 178 134 |
| SBMX | 18% | 27% | 100% | 17% | 22% | 100% | 807 643 | 4 038 217 | 1 091 896 | 5 459 480 |
| TMOS | 25% | 38% | 100% | 40% | 59% | 100% | 2 307 497 | 11 537 485 | 1 886 356 | 9 431 780 |
| BCSD | 100% | 100% | 100% | 19% | 29% | 100% | 2000 | 2001 | 494 071 | 2 470 356 |
| SCLI | 100% | 100% | 100% | 36% | 55% | 100% | 2000 | 2001 | 982 318 | 4 911 591 |
| INGO | 26% | 35% | 100% | 25% | 35% | 100% | 89 485 | 447 427 | 42 362 | 211 811 |
| OBLG | 29% | 38% | 100% | 26% | 35% | 100% | 74 145 | 370 727 | 34 829 | 174 143 |
| SBGB | 16% | 22% | 100% | 58% | 61% | 100% | 816 513 | 4 082 565 | 448 029 | 2 240 143 |
| SBRB | 31% | 35% | 100% | 25% | 35% | 100% | 793 021 | 3 965 107 | 370 370 | 1 851 852 |
| TGLD | 29% | 39% | 100% | 24% | 33% | 100% | 1 839 979 | 9 199 895 | 1 656 884 | 8 284 420 |
| TRUR | 21% | 31% | 100% | 21% | 31% | 100% | 1 623 772 | 8 118 860 | 8 291 744 | 41 458 720 |
| SUGB | 16% | 22% | 100% | 100% | 100% | 100% | 9 181 | 45 905 | 9 181 | 45 905 |
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