News

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

S_1_min

S_2_min

S_3_min

1

APTK

70%

80%

95%

50%

75%

95%

2

BELU

100%

100%

100%

70%

80%

95%

3

ENRU

25%

31%

38%

33%

50%

75%

4

ETLN

70%

80%

95%

50%

75%

95%

5

HHRU

70%

80%

95%

50%

75%

95%

6

MDMG

100%

100%

100%

70%

80%

95%

7

OKEY

100%

100%

100%

70%

80%

95%

8

QIWI

50%

75%

95%

33%

50%

75%

9

RSTI

17%

23%

30%

20%

26%

33%

10

RUAL

50%

75%

95%

33%

50%

75%

11

SELG

33%

50%

75%

50%

75%

95%

12

SGZH

100%

100%

100%

70%

80%

95%

13

SMLT

100%

100%

100%

70%

80%

95%

14

TRMK

70%

80%

95%

50%

75%

95%

 

Concentration limits

Ticker

Current concentration limits, units

Current concentration limits starting from June 24, 2021, units

LK_1

LK_2

LK_1

LK_2

1

BELU

2 000

2 001

3 574

17 870

2

MDMG

2 000

2 001

13 855

69 275

3

OKEY

2 000

2 001

184 863

924 315

4

SGZH

2 000

2 001

6 883 344

34 416 720

5

SMLT

2 000

2 001

5 996

29 980

 

Stress collateral scenario

Ticker

Scen_UP

Scen_DOWN

1

BELU

15%

15%

2

MDMG

15%

15%

3

OKEY

15%

15%

4

SGZH

15%

15%

5

SMLT

15%

15%

6

FIXP

12%

12%