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05 February 2024

CCP NCC changes the following risk parameters on Securities market starting from February 6-th 2024:
 

      1. Market risk rates and concentration limits:

№ Ticker Market risk rates from 06.02.2024 Concentration limits from 06.02.2024
S1_min S2_min S3_min LK1 LK2
1  RU000A104YT6  9% 12% 15% 300,000 1,500,000
2  RU000A104JQ3  8% 11% 14% 400,000 2,000,000
3  RU000A103L03  8% 11% 14% 300,000 1,500,000

      2. Collateral for stress:

№ Актив Collateral for stress from 06.02.2024 г.
UP scenario Down scenario
1  RU000A104YT6  2.0% 2.0%
2  RU000A104JQ3  1.0% 1.0%
3  RU000A103L03  1.0% 1.0%