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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