NCC | Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market starting from January 24-th 2024:

№	Ticker	Current market risk rates, %			Market risk rates from 24.01.2024, %			Current concentration limits		Concentration limits from 24.01.2024
№	Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2	LK1	LK2
1	RU000A102T63	70%	85%	100%	8%	11%	14%	60,000	300,000	100,000	500,000
2	RU000A100ZL8	70%	85%	100%	8%	11%	14%	75,000	375,000	120,000	600,000
3	RU000A100WA8	70%	85%	100%	8%	11%	14%	75,000	375,000	140,000	700,000
4	RU000A103PX8	70%	85%	100%	11%	14%	17%	60,000	300,000	200,000	1,000,000
5	RU000A106888	70%	85%	100%	12%	15%	18%	60,000	300,000	140,000	700,000
6	RU000A105VU7	13%	16%	19%	11%	14%	17%	200,000	1,000,000	200,000	1,000,000
7	RU000A103QH9	11%	14%	17%	10%	13%	16%	200,000	1,000,000	200,000	1,000,000