NCC | Risk parameters change on the FX, Securities, Der

News

05 December 2022 Risk parameters change on the FX, Securities, Derivatives market and Standardized OTC Derivatives market

CCP NCC sets the following risk parameters:

FX and Securities market:

#	Asset	Current concentration Limit, # of securities		New concentration Limit, # of securities from 06.12.2022
#	Asset	Level 1	Level 2	Level 1	Level 2
1	CNY	20 000 000	100 000 000	1 500 000 000	7 500 000 000

Derivatives market:

#	Underlying	Current concentration Limit, # of securities		New concentration Limit, # of securities from 19:00 05.12.2022
#	Underlying	Level 1	Level 2	Level 1	Level 2
1	CNY	20 000 000	100 000 000	1 500 000 000	7?500?000?000
2	CNYRUBTOM	20 000 000	100 000 000	1 500 000 000	7?500?000?000

Standardized OTC derivatives market

#	Description	Current concentration Limit, # of securities		New concentration Limit, # of securities from 06.12.2022
#	Description	Level 1	Level 2	Level 1	Level 2
1	CNY	20 000 000	100 000 000	1 500 000 000	7?500?000?000