CCP NCC sets the following risk parameters on Securities market starting from December 11, 2019:
Security
Current market risk rates
New market risk rates
New concentration limits,
number of shares
1st level, S_1_min
2nd level, S_2_min
3rd level, S_3_min
LK_1
LK_2
FIVE
50%
60%
70%
35%
49%
78%
29 500
147 500