12.05.2025 16:56
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from May,13th 2025:
Market risk rates and concentration limits on the Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 14.03.2025 г., % |
||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| RU000A1009A1 | 7% | 24% | 40% | 9% | 25% | 40% |
Collateral on the Securities market:
| Ticker | Collateral |
|---|---|
| RU000A10BG05 | Yes |
| RU000A10BFZ2 | Yes |
| RU000A109SZ4 | Yes |
| RU000A1094E5 | Yes |
| RU000A108QA3 | Yes |
| RU000A108QA4 | Yes |
| RU000A1009A1 | Yes |