CCP NCC sets the following risk parameters on FX market starting from November 29th, 2024and on Derivatives market starting from 7 p.m. on November 28th, 2024:
1. Market risk rates and Concentration Limit on FX market:
Ticker
Current market risk rates, %
Current Concentration Limit, # of securities
Market risk rates from 29.11.2024, %
Concentration Limit, # of securities from 29.11.2024
S1_min
S2_min
S3_min
Level 1
Level 2
S1_min
S2_min
S3_min
Level 1
Level 2
BYN
20%
50%
100%
2 600 000
13 000 000
15%
25%
35%
5 200 000
000 000
2. Market risk rates and Concentration Limit on Derivatives market:
Underlying
Current market risk rates, %
Market risk rates from 7 p.m. 28.11.2024 г., %
Current Concentration Limit, pcs
Concentration Limit, from 7 p.m. 28.11.2024 г., pcs
