07.12.2023 18:21
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from December 12 2023:
- Market risk:
| № | Ticker | Current market risk rates, % | Market risk rates from 12.12.2023, % | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | ||
| 1 | AKMM | 100% | 100% | 100% | 10% | 14% | 100% |
| 2 | SBMM | 100% | 100% | 100% | 10% | 14% | 100% |
- Limit concentration:
| № | Торговый код | Concentration, Limit | |
| Concentration, Limit 1 | Concentration, Limit 2 | ||
| 1 | AKMM | 623 314 | 3 116 569 |
| 2 | SBMM | 5 094 086 | 25 470 432 |
| 3 | LQDT | 256 987 994 | 1 284 939 969 |