01.09.2025 18:19
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from September 3rd 2025:
| Underlying | Current market risk rates | Market risk rates from September 3rd 2025 | Current concentration limits, pcs | Concentration limits from September 3rd 2025, pcs | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | |
| RTKMP | 50% | 75% | 95% | 25% | 31% | 38% | 358 669 | 1 793 345 | 459 035 | 2 295 175 |