CCP NCC is changing risk parameters on Securities market for the following bond starting from May 27, 2019:
№
Ticker
Current market risk rates
New market risk rates
New Concentration Limit, # of securities
S_1_min
S_2_min
S_3_min
Level 1
Level 2
1
RU000A0ZZV86
100%
40%
43%
46%
1 485 276
7 426 380
2
RU000A0ZZTL5
32%
35%
38%
200 000
1 000 000
