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04 September 2026

CCP NCC changes the following risk parameters on on Securities market:

  1. Market risk on Securities market from September, 7th 2026:
Ticker Current market risk rates, % Current concentration limits, units
S1_min S2_min S3_min 1 level 2 level
DIVD 23 33 100 4439 22197
EQMX 16 22 100 782865 3914325
GROD 25 35 100 6109 30545
SBHI 22 32 100 589622 2948113
SBMX 17 22 100 1091896 5459480
TDIV 20 30 100 501504 2507522
TMOS 40 59 100 1886356 9431780
AKQU 21 31 100 127900 639500
BCSR 100 100 100 2000 2001
AKBC 100 100 100 2000 2001
SBSC 100 100 100 2000 2001
SBBC 100 100 100 2000 2001
AKGD 38 57 100 64935 324675
GOLD 21 31 100 8714596 43572984
SBGD 24 33 100 235627 1178134
AKPP 100 100 100 2000 2001
AMGL 100 100 100 2000 2001
BCSG 100 100 100 2000 2001

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Тикер Market risk rates from September 7th 2026, % Concentration limits from September 7th 2026, units
S1_min S2_min S3_min 1 level 2 level
DIVD 17 29 100 5 055 25 277
EQMX 21 31 100 303 625 1 518 127
GROD 100 100 100 6 109 30 545
SBHI 18 30 100 848 896 4 244 482
SBMX 22 31 100 1 331 086 6 655 430
TDIV 100 100 100 795 520 3 977 598
TMOS 28 52 100 922 509 4 612 546
AKQU 100 100 100 127 900 639 500
BCSR 28 52 100 542 888 2 714 441
AKBC 14 20 100 63 420 317 098
SBSC 28 52 100 778 198 3 890 990
SBBC 14 20 100 615 764 3 078 818
AKGD 27 51 100 40 475 202 373
GOLD 17 28 100 10 868 567 54 342 835
SBGD 17 28 100 405 980 2 029 902
AKPP 32 56 100 33 532 167 661
AMGL 17 28 100 33 924 169 618
BCSG 27 50 100 341 064 1 705 321