10.01.2019 12:49
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from January 15, 2019:
- Market risk rates for SBMX ETF MOEX Total Return:
| Ticker | Description | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| SBMX | SBMX ETF MOEX Total Return | 100% | 100% | 100% | 20% | 24% | 100% |
and concentration limits are set:
| Ticker | Description | Concentration limits | |
|---|---|---|---|
| LK_1 | LK_2 | ||
| SBMX | SBMX ETF MOEX Total Return | 10 000 | 50 000 |
- Short sell ban will be cancelled for SBMX ETF MOEX Total Return and SAFMAR (SFIN) ordinary shares.