CCP NCC sets the following risk parameters on Securities market starting from February 06, 2019:
№
Security
Current market risk rates
New market risk rates
Concentration Limit, # of securities
1st level, S_1_min
2nd level, S_2_min
3rd level, S_3_min
Level 1
Level 2
1
RU000A0JX0B9
100%
13%
16%
19%
500 000
2 500 000
2
RU000A0ZYML3
12%
15%
18%
250 000
1 250 000
3
RU000A1005L6
200 000
1 000 000
4
RU000A0JVUK8
100 000
5
RU000A0JWYQ5
8%
11%
14%
130 000
650 000
6
RU000A0JWZY6
7%
10%
7
RU000A0JXN21
300 000
1 500 000
8
RU000A0ZYQY7
9
RU000A0JWVL2
26%
29%
32%
10
RU000A0ZZBV2
