11.07.2018 18:14
Risk Parameters Change on Securities, FX and Derivatives markets
CCP NCC is changing IM rates on Securities market starting from July 16, 2018 for the following shares:
| № | Ticker | Current IM rates | New IM rates | Current concentration limits | New concentration limits | ||||||
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK_1 | LK_2 | LK_1 | LK_2 | ||
| 1 | RUSE | 100% | 100% | 100% | 25% | 50% | 100% | 2000 | 2001 | 6000 | 30000 |
| 2 | RUSB | 100% | 100% | 100% | 30% | 50% | 100% | 2000 | 2001 | 6000 | 30000 |
By decision of NCC Bank with the July 16, 2018 on the shares RUSE and RUSB the ban on short sells will be removed.
CCP NCC is changing the following IM rates on Derivatives market starting from 7:00 pm July 16, 2018:
| Ticker | Current IM rates | New IM rates | ||||
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |
| CL | 12% | 19% | 27% | 10% | 15% | 23% |
| Si | 8% | 10% | 12% | 6% | 8% | 10% |
| Eu | 8% | 10% | 12% | 6% | 8% | 10% |
| CY | 8% | 10% | 12% | 6% | 8% | 10% |
CCP NCC is changing the following IM rates on FX market starting from July 17, 2018:
| № | Ticker | 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 | CHF | 8% | 10% | 12% | 7% | 9% | 11% |
| 2 | CNY | 8% | 10% | 12% | 6% | 8% | 10% |
| 3 | EUR | 8% | 10% | 12% | 6% | 8% | 10% |
| 4 | EURF | 14% | 16% | 18% | 10% | 12% | 14% |
| 5 | GBP | 8% | 10% | 12% | 7% | 9% | 11% |
| 6 | HKD | 8% | 10% | 12% | 6% | 8% | 10% |
| 7 | USD | 8% | 10% | 12% | 6% | 8% | 10% |
| 8 | USDF | 14% | 16% | 18% | 10% | 12% | 14% |
| 9 | SLV | 15% | 21% | 28% | 12% | 18% | 25% |
| 10 | GLD | 10% | 16% | 23% | 8% | 14% | 21% |
| № | Ticker | X starting from July 16, 2018 | X starting from July 17, 2018 |
| 1 | CNY | 2 | 1.33 |
| 2 | EUR | 2 | 1.33 |
| 3 | USD | 2 | 1.33 |