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03 October 2024
Risk parameters on Securities market
CCP
NCC sets the following risk parameters on
Securities market
starting
from October 04, 2024:
Ticker
Market risk rates
Market risk rates FROM 0
4
.10.24
Concentration Limit, # of securities
Concentration Limit, # of securities
FROM 04.10.24
S
_
1_min
S
_
2_min
S
_
3_min
S
_
1_min
S
_
2_min
S
_
3_min
Level 1
Level 2
Level 1
Level 2
EQMX
16%
22%
100%
16%
22%
100%
104 668
523 341
782 865
3 914 325
SBGD
26%
42%
100%
24%
33%
100%
770 024
3 850 122
235 627
1 178 134
SBMX
18%
27%
100%
17%
22%
100%
807 643
4 038 217
1 091 896
5 459 480
TMOS
25%
38%
100%
40%
59%
100%
2 307 497
11 537 485
1 886 356
9 431 780
BCSD
100%
100%
100%
19%
29%
100%
2000
2001
494 071
2 470 356
SCLI
100%
100%
100%
36%
55%
100%
2000
2001
982 318
4 911 591
INGO
26%
35%
100%
25%
35%
100%
89 485
447 427
42 362
211 811
OBLG
29%
38%
100%
26%
35%
100%
74 145
370 727
34 829
174 143
SBGB
16%
22%
100%
58%
61%
100%
816 513
4 082 565
448 029
2 240 143
SBRB
31%
35%
100%
25%
35%
100%
793 021
3 965 107
370 370
1 851 852
TGLD
29%
39%
100%
24%
33%
100%
1 839 979
9 199 895
1 656 884
8 284 420
TRUR
21%
31%
100%
21%
31%
100%
1 623 772
8 118 860
8 291 744
41 458 720
SUGB
16%
22%
100%
100%
100%
100%
9 181
45 905
9 181
45 905