NCC | Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from September 17, 2019:

Asset	Description	Current market risk rates			New market risk rates			New concentration limits
Asset	Description	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min	1^st level	2^nd level
SBSP	SBSP ETF S&P 500	100%	100%	100%	22%	31%	100%	10 000	50 000
SBGB	SBGB ETF MOEX OFZ	100%	100%	100%	17%	27%	100%	10 000	50 000
SBCB	SBCB ETF USD Corporate Bonds	100%	100%	100%	15%	26%	100%	10 000	50 000
AKSP	AKSP ETF S&P 500	100%	100%	100%	29%	41%	100%	20 000	100 000
FXTB	FinEx USD CASH EQUIVALENTS ETF	100%	100%	100%	10%	15%	100%	2 000	10 000

Asset	Description	Scen_UP	Scen_DOWN
SBSP	SBSP ETF S&P 500	10%	10%
SBGB	SBGB ETF MOEX OFZ	10%	10%
SBCB	SBCB ETF USD Corporate Bonds	7%	5%
AKSP	AKSP ETF S&P 500	10%	10%
FXTB	FinEx USD CASH EQUIVALENTS ETF	7%	5%

Asset	Description	Current attribute	New attribute
SBSP	SBSP ETF S&P 500	Yes	No
SBGB	SBGB ETF MOEX OFZ	Yes	No
SBCB	SBCB ETF USD Corporate Bonds	Yes	No
AKSP	AKSP ETF S&P 500	Yes	No
FXTB	FinEx USD CASH EQUIVALENTS ETF	Yes	No