NCC | Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market starting from October 31-st 2023:
1. Market risk rates and concentration limits:

№	Ticker	Market risk rates from 31.10.2023			Concentration limits from 31.10.2023
№	Ticker	S1_min	S2_min	S3_min	LK1	LK2
1	RU000A100VX2	12%	26%	40%	140,000	700,000
2	RU000A101RJ7	8%	11%	14%	100,000	500,000

2. Collateral for stress: