CCP NCC is changing the following risk parameters on Securities market starting from June 24, 2021.
Market risk rates
№
Ticker
Current Market risk rates, %
Market risk rates starting from June 24, 2021, %
S_1_min
S_2_min
S_3_min
1
APTK
70%
80%
95%
50%
75%
2
BELU
100%
3
ENRU
25%
31%
38%
33%
4
ETLN
5
HHRU
6
MDMG
7
OKEY
8
QIWI
9
RSTI
17%
23%
30%
20%
26%
10
RUAL
11
SELG
12
SGZH
13
SMLT
14
TRMK
Concentration limits
Current concentration limits, units
Current concentration limits starting from June 24, 2021, units
LK_1
LK_2
2 000
2 001
3 574
17 870
13 855
69 275
184 863
924 315
6 883 344
34 416 720
5 996
29 980
Stress collateral scenario
Scen_UP
Scen_DOWN
15%
FIXP
12%