01.11.2025 17:17
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from November,5st 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | Market risk rates from November, 5st 2025 | Current concentration limits, pcs | Concentration limits from November, 5st 2025, pcs | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| GLRX | 100% | 100% | 100% | 50% | 75% | 95% | 2000 | 2001 | 156 250 | 781 250 |