28.07.2025 18:06
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from July,30th 2025:
| Underlying | Current market risk rates | Market risk rates from July, 30th 2025 | Current concentration limits, pcs | Concentration limits from July, 30th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| RU000A1097T6 | 100% | 100% | 100% | 50% | 70% | 100% | 2000 | 2001 | 190 000 | 950 000 |
| RU000A10BQR6 | 100% | 100% | 100% | 50% | 70% | 100% | 2000 | 2001 | 218 000 | 1 090 000 |