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12 February 2024

CCP NCC changes the following risk parameters on Securities market starting from February 13-th 2024 and on Derivatives market starting from 19:00 February 12-th 2024:
 

      1. Market risk rates and concentration limits:

№ Ticker Market risk rates from 13.02.2024
S1_min S2_min S3_min
1 MTLR 50% 75% 95%
2 MTLRP 50% 75% 95%
3 SMLT 33% 39% 46%

 

№ Ticker Concentration limits from 13.02.2024
LK1 LK2
1 SMLT 26 525 132 625

      2. Market risk rates on Derivatives market:

Underlying Current market risk rates Market risk rates from 19:00 12.02.2024
MR1 MR1 MR1 MR1 MR2 MR3
MTLR 70% 80% 95% 50% 75% 95%
SMLT 50% 75% 95% 33% 39% 46%

 

Underlying Concentration limits Concentration limits from 19:00 12.02.2024
LK1 LK1 LK2 LK2
SMLT 32 651 163 255 26 525 132 625