News

CCP NCC sets the following risk parameters on Securities market starting from April 30, 2021:

Market risk rates:

 

Ticker

Current Market risk rates, %

New Market risk rates, %

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

1

XS1513741311

8%

11%

14%

27%

30%

33%

2

XS1760786340

16%

19%

22%

27%

30%

33%

3

XS0979891925

18%

21%

24%

15%

18%

21%

4

XS2063279959

22%

25%

28%

27%

30%

33%

5

RU000A102879

24%

27%

30%

28%

31%

34%

6

RU000A102FE1

25%

28%

100%

24%

27%

100%

7

RU000A102QJ7

25%

28%

31%

27%

30%

33%

8

RU000A102HC1

25%

28%

31%

28%

31%

34%

9

XS0810596832

25%

28%

31%

27%

30%

33%

10

XS0842078536

25%

28%

31%

10%

13%

16%

11

RU000A1028U9

26%

29%

32%

24%

27%

30%

12

RU000A102564

26%

29%

32%

24%

27%

30%

13

XS0848530977

26%

29%

32%

10%

13%

16%

14

XS0935311240

27%

30%

33%

13%

16%

19%

15

RU000A101TT2

28%

31%

34%

28%

31%

34%

16

XS2243636219

28%

31%

34%

27%

30%

33%

17

XS2243631095

28%

31%

34%

27%

30%

33%

18

RU000A102E37

30%

33%

100%

24%

27%

100%

19

RU000A101Y18

41%

44%

47%

24%

27%

30%

20

RU000A0ZZFZ4

100%

100%

100%

28%

31%

34%

21

RU000A102S72

100%

100%

100%

24%

27%

30%

22

RU000A102887

100%

100%

100%

24%

27%

30%

23

RU000A1014J2

100%

100%

100%

28%

31%

34%

 

Concentration limits:

 

Ticker

Current Concentration limits, units

New Concentration limits, units

LK_1

LK_2

LK_1

LK_2

1

RU000A0ZZFZ4

2 000

2 001

400 000

2 000 000

2

RU000A102S72

2 000

2 001

480

2 400

3

RU000A102887

2 000

2 001

40

200

4

RU000A1014J2

2 000

2 001

40

200