NCC | Risk parameters on Securities market

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12 September 2023 Risk parameters on Securities market

CCP NCC changes the following risk parameters on Securities market starting from September 13, 2023 :

№	Ticker	Current market risk rates, %			New market risk rates, %
№	Ticker	Level 1, S1_min	Level 2, S2_min	Level 3, S3_min	Level 1, S1_min	Level 2, S2_min	Level 3, S3_min
1	XS0889401724	15%	18%	21%	100%	100%	100%

CCP NCC changes settlement prices for the following eurobonds starting from 13.09.2023: