29.07.2024 17:26
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from july 30, 2024:
| Ticker | Concentration Limit of securities | Market risk rates | Concentration Limit of securities from 30.07.2024 | Market risk rates from 30.07.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Level 1 | Level 2 | S_1_min | S_2_min | S_3_min | Level 1 | Level 2 | S_1_min | S_2_min | S_3_min | |
| AKGD | 98 684 | 493 421 | 42% | 68% | 100% | 64 935 | 324 675 | 38% | 57% | 100% |
| AKMB | 2000 | 2001 | 100% | 100% | 100% | 7 407 407 | 37 037 035 | 36% | 45% | 100% |
| AKME | 2000 | 2001 | 100% | 100% | 100% | 53 717 | 268 585 | 21% | 31% | 100% |
| AKQU | 2000 | 2001 | 100% | 100% | 100% | 1 279 | 6 395 | 21% | 31% | 100% |
| AKMM | 1 233 184 | 6 165 921 | 10% | 14% | 100% | 1 233 184 | 6 165 921 | 6% | 9% | 100% |
| SBMM | 14 061 955 | 70 309 776 | 10% | 14% | 100% | 14 710 023 | 73 550 115 | 10% | 14% | 100% |
| TMON | 2000 | 2001 | 100% | 100% | 100% | 87 214 | 436 070 | 10% | 14% | 100% |