NCC | Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from February 12, 2020:

№	Security	Current market risk rates			New market risk rates			Concentration Limit, # of securities
№	Security	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min	Level 1	Level 2
1	ETLN	100%	100%	100%	50%	71%	95%	71 000	364 600
2	VTBA	100%	100%	100%	29%	39%	100%	13 400	66 700