NCC | Risk parameters change on the Securities market

News

07 December 2023 Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market starting from December 12 2023:

Market risk:

№	Ticker	Current market risk rates, %			Market risk rates from 12.12.2023, %
№	Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
1	AKMM	100%	100%	100%	10%	14%	100%
2	SBMM	100%	100%	100%	10%	14%	100%

Limit concentration:

№	Торговый код	Concentration, Limit
№	Торговый код	Concentration, Limit 1	Concentration, Limit 2
1	AKMM	623 314	3 116 569
2	SBMM	5 094 086	25 470 432
3	LQDT	256 987 994	1 284 939 969