News

CCP NCC changes risk params on the Securities market and on the Derivatives market:

1. On the Securities market:

Ticker Current market risk rates, % Market risk rates from 05.12.2024 Market risk rates from 09.12.2024
S1_min S2_min S3_min S1_min S2_min S3_min S1_min S2_min S3_min
SMLT 33% 39% 46% 40% 50% 70% 50% 75% 95%

 

Ticker Current market risk rates, % Current Limit of concentration Market risk rates, % from 05.12.24 Limit of concentration from 05.12.24
S_1_min S_2_min S_3_min 1 level 2 level S_1_min S_2_min S_3_min 1 level 2 level
RU000A104JQ3 8% 11% 14% 400 000 2 000 000 70% 85% 100% 60 000 300 000
RU000A104YT6 9% 12% 15% 300 000 1 500 000 70% 85% 100% 60 000 300 000
RU000A109874 10% 13% 16% 100 000 500 000 70% 85% 100% 60 000 300 000
RU000A107RZ0 11% 14% 17% 490 000 2 450 000 70% 85% 100% 60 000 300 000
RU000A1095L7 12% 15% 18% 400 000 2 000 000 70% 85% 100% 60 000 300 000

 

2. On the Derivatives market:

Underlying Current market risk rates % market risk rates from 19:00 04.12.2024 г. market risk rates from 19:00 06.12.2024 г.
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
SMLT 33% 39% 46% 40% 50% 70% 50% 75% 95%