CCP NCC sets the following risk parameters on Securities market starting from October 15, 2021:
Market risk rates and concentration limits
Ticker
Current market risk rates
New market risk rates
New concentration limits
S_1_min
S_2_min
S_3_min
1st level
2nd level
OPNW
100%
26%
37%
118 990
594 950
OPNS
28%
41%
126 390
631 950
RCMB
34%
44%
10 670
53 350
SBGB
16%
22%
38%
SBMX
40%
SBRB
31%
43%
SUGB
15%
21%
VTBB
30%
32%
VTBE
VTBH
36%
VTBA
29%
Scenarios for stress collateral calculation
Scen_UP
Scen_DOWN
10%
