21.08.2025 19:36
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August 25, 2025:
| Underlying | Current market risk rates | Market risk rates from August, 25st 2025 | Current concentration limits, pcs | Concentration limits from August, 25st 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | |
| FIXR | 100% | 100% | 100% | 50% | 75% | 95% | 2 000 | 2 001 | 10 526 316 | 52 631 579 |