NCC | Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market starting from January 30-th:

1. Market risk rates and concentration limits:

Ticker	Current market risk rates, %			Market risk rates from 30.01.2024, %			Current concentration limits		Concentration limits from 30.01.2024
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2	LK1	LK2
SVCB	100%	100%	100%	40%	75%	95%	2,000	2,001	2,549,604	12,748,021
HNFG	100%	100%	100%	70%	80%	95%	2,000	2,001	12,218	61,088
UGLD	100%	100%	100%	70%	80%	95%	2,000	2,001	33,867,667	169,338,333

2. Ban on short selling and short selling limit: