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
1
XS1513741311
8%
11%
14%
27%
30%
33%
2
XS1760786340
16%
19%
22%
3
XS0979891925
18%
21%
24%
15%
4
XS2063279959
25%
28%
5
RU000A102879
31%
34%
6
RU000A102FE1
100%
7
RU000A102QJ7
8
RU000A102HC1
9
XS0810596832
10
XS0842078536
10%
13%
11
RU000A1028U9
26%
29%
32%
12
RU000A102564
13
XS0848530977
14
XS0935311240
15
RU000A101TT2
16
XS2243636219
17
XS2243631095
18
RU000A102E37
19
RU000A101Y18
41%
44%
47%
20
RU000A0ZZFZ4
21
RU000A102S72
22
RU000A102887
23
RU000A1014J2
Concentration limits:
Current Concentration limits, units
New Concentration limits, units
LK_1
LK_2
2 000
2 001
400 000
2 000 000
480
2 400
40
200