NCC | Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market and On the Derivatives market:

1. Market risk rates and concentration limits:

Ticker	Current market risk rates			Market risk rates from 17.09.2024			Current concentration limits		Concentration limits from 17.09.2024
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2	LK1	LK2
YDEX	17%	27%	38%	17%	23%	30%	140 537	702 685	249 180	1 245 897
ASTR	50%	80%	95%	50%	80%	95%	85 046	425 230	121 751	608 755
TATN	20%	45%	55%	17%	23%	30%	335 647	1 678 235	376 426	1 882 132
TATNP	25%	45%	55%	20%	26%	33%	83 786	418 930	94 995	474 974

2. Collateral:

Ticker	Current Collateral	Collateral from 20.09.2024
YDEX	No	Yes

3. On the Derivatives market: