NCC | Risk parameters change on the Securities market

CCP NCC changes risk params on the Securities market:

1. Current market risk rates and limit of concentration

Isin	Current market risk rates, % from 05.12.24 г.				Limit of concentration, # from 05.12.24		Current market risk rates, % from 06.12.24 г.			Limit of concentration, # from 06.12.24
Isin	S1_min	S2_min	S3_min	LK1		LK2	S1_min	S2_min	S3_min	LK1	LK2
RU000A10A810	30%	35%	40%	77		385	15%	18%	21%	77	385
RU000A10A851	30%	35%	40%	100		500	15%	18%	21%	100	500
RU000A10A844	30%	35%	40%	200		1 000	18%	21%	24%	200	1 000
RU000A10A8A6	30%	35%	40%	88		440	15%	18%	21%	88	440
RU000A10A885	30%	35%	40%	200		1 000	15%	18%	21%	200	1 000
RU000A10A7Y8	30%	35%	40%	300		1 500	15%	18%	21%	300	1 500
RU000A10A828	30%	35%	40%	150		750	15%	18%	21%	150	750
RU000A10A836	30%	35%	40%	250		1 250	15%	16%	17%	250	1 250
RU000A10A893	30%	35%	40%	112		560	15%	16%	17%	112	560
RU000A10A869	30%	35%	40%	2 000		11 000	15%	18%	21%	2 000	11 000
RU000A10A8E8	30%	35%	40%	4 786 000		23 929 000	15%	18%	21%	4 786 000	23 929 000
RU000A10A802	30%	35%	40%	21		105	15%	16%	17%	21	105
RU000A10A877	30%	35%	40%	17		85	15%	16%	17%	17	85

2. Set risk parameters for securities listed in point 1: