CCP NCC changes the following risk parameters starting from 7 pm on 3 November 2020.
Concentration limits:
Underlying
Current concentration limits
New concentration limits
LK1
LK2
AFKS
5 617 556
28 087 780
9 215 200
46 076 000
AFLT
734 224
3 671 120
5 114 300
25 571 500
CHMF
160 799
803 995
243 000
1 215 000
FEES
1 589 223 344
7 946 116 720
531 002 900
2 655 014 500
FIVE
29 500
147 500
49 100
245 500
GMKN
40 908
204 540
89 200
446 000
GMKR
HYDR
191 286 365
956 431 825
246 923 000
1 234 615 000
LKOH
162 387
811 935
315 000
1 575 000
MGNT
29 067
145 335
103 100
515 500
MTSI
481 130
2 405 650
1 057 900
5 289 500
NLMK
1 007 496
5 037 480
1 194 300
5 971 500
NOTK
201 480
1 007 400
276 300
1 381 500
PLZL
2 232
11 160
60 400
302 000
SBPR
1 035 408
5 177 040
1 635 750
8 178 750
SBRF
19 079 658
57 409 190
18 217 800
91 089 000
SNGR
3 004 592
15 022 960
8 997 900
44 989 500
TATN
395 105
1 975 525
996 400
4 982 000
TCSI
17 100
85 500
45 000
225 000
VTBR
2 538 680 697
12 693 403 485
10 324 287 576
51 621 437 881
YNDF
11 329
56 645
359 100
1 795 500