CCP NCC will set the following risk parameters on Securities market starting from February 15th. From this date on, risk parameters will be applied according to the table below.
Ticker
Current market risk rates, %
New market risk rates, %
Level 1, S_1_min
Level 2, S2_min
Level 3, S3_min
SPBE
100%
70%
80%
95%
Current concentration limits, units
New concentration limits, units
1 level
2 level
2000
2001
31 331
156 652
Current scenarios
New scenarios
Scen_UP
Scen_DOWN
0%
15%
