04.10.2017 14:38
Risk Parameters Change on FX and Precious metal market, Securities market
NCC Bank is changing the following risk parameters on FX and Precious metal market, Securities market starting from October 11, 2017:
1. IM rates for the assets:
| № | Ticker | Issuer Name | Current IM rates | New IM rates | ||||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |||
| 1 | GLD | Gold | 10% | 16% | 23% | 8% | 14% | 21% |
| 2 | AGRO | GDR ROS AGRO | 35% | 49% | 78% | 50% | 71% | 95% |
| 3 | SVAV | Sollers | 50% | 71% | 95% | 70% | 80% | 95% |
| 4 | AVAZ | AVTOVAZ | 60% | 70% | 80% | 70% | 80% | 95% |
2. Concentration limits for Sberbank shares (SBER):
| № | Ticker | Issuer Name |
Current concentration limits, units |
New concentration limits, units |
||
|---|---|---|---|---|---|---|
|
1st level, LK_1 |
2nd level, LK_2 |
1st level, LK_1 |
2nd level, LK_2 |
|||
| 1 | SBER | Sberbank | 27 910 506 | 63 091 117 | 19 079 658 | 57 409 190 |
3. Short sell ban will be set for MRSK Severo-Zapada (MRKZ) shares.