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CCP NCC sets the following risk parameters on Securities market starting from April 30, 2021:
- Market risk rates:
| № | Ticker | Current Market risk rates, % | New Market risk rates, % | ||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| 1 | XS1513741311 | 8% | 11% | 14% | 27% | 30% | 33% |
| 2 | XS1760786340 | 16% | 19% | 22% | 27% | 30% | 33% |
| 3 | XS0979891925 | 18% | 21% | 24% | 15% | 18% | 21% |
| 4 | XS2063279959 | 22% | 25% | 28% | 27% | 30% | 33% |
| 5 | RU000A102879 | 24% | 27% | 30% | 28% | 31% | 34% |
| 6 | RU000A102FE1 | 25% | 28% | 100% | 24% | 27% | 100% |
| 7 | RU000A102QJ7 | 25% | 28% | 31% | 27% | 30% | 33% |
| 8 | RU000A102HC1 | 25% | 28% | 31% | 28% | 31% | 34% |
| 9 | XS0810596832 | 25% | 28% | 31% | 27% | 30% | 33% |
| 10 | XS0842078536 | 25% | 28% | 31% | 10% | 13% | 16% |
| 11 | RU000A1028U9 | 26% | 29% | 32% | 24% | 27% | 30% |
| 12 | RU000A102564 | 26% | 29% | 32% | 24% | 27% | 30% |
| 13 | XS0848530977 | 26% | 29% | 32% | 10% | 13% | 16% |
| 14 | XS0935311240 | 27% | 30% | 33% | 13% | 16% | 19% |
| 15 | RU000A101TT2 | 28% | 31% | 34% | 28% | 31% | 34% |
| 16 | XS2243636219 | 28% | 31% | 34% | 27% | 30% | 33% |
| 17 | XS2243631095 | 28% | 31% | 34% | 27% | 30% | 33% |
| 18 | RU000A102E37 | 30% | 33% | 100% | 24% | 27% | 100% |
| 19 | RU000A101Y18 | 41% | 44% | 47% | 24% | 27% | 30% |
| 20 | RU000A0ZZFZ4 | 100% | 100% | 100% | 28% | 31% | 28% |
| 21 | RU000A102S72 | 100% | 100% | 100% | 24% | 27% | 24% |
| 22 | RU000A102887 | 100% | 100% | 100% | 24% | 27% | 24% |
| 23 | RU000A1014J2 | 100% | 100% | 100% | 28% | 31% | 28% |
- Concentration limits:
| № | Ticker | Current Concentration limits, units | New Concentration limits, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| 1 | RU000A0ZZFZ4 | 2 000 | 2 001 | 400 000 | 2 000 000 |
| 2 | RU000A102S72 | 2 000 | 2 001 | 480 | 2 400 |
| 3 | RU000A102887 | 2 000 | 2 001 | 40 | 200 |
| 4 | RU000A1014J2 | 2 000 | 2 001 | 40 | 200 |
