04.10.2019 22:05
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from October 8, 2019:
- Market risk rates and concentration limits
| № | Security | Current concentration limits | New concentration limits | ||
|---|---|---|---|---|---|
| 1 level | 2 level | 1 level | 2 level | ||
| 1 | RU000A0JXRX3 | 2,000 | 2,001 | 100,000 | 500,000 |
| 2 | RU000A0JVP05 | 2,000 | 2,001 | 100,000 | 500,000 |
| 3 | XS1598697412 | 2,000 | 2,001 | 4,000 | 20,000 |
| 4 | XS1588061694 | 2,000 | 2,001 | 8,000 | 40,000 |
| 5 | XS1567117566 | 2,000 | 2,001 | 2,000 | 10,000 |
| 6 | RU000A0JXNV6 | 2,000 | 2,001 | 100,000 | 500,000 |
| 7 | RU000A0JWMJ5 | 2,000 | 2,001 | 100,000 | 500,000 |
| 8 | RU000A0JXQ85 | 2,000 | 2,001 | 100,000 | 500,000 |
| 9 | XS1495632298 | 2,000 | 2,001 | 2,500 | 12,500 |
| 10 | RU000A0ZYCJ8 | 2,000 | 2,001 | 200,000 | 1,000,000 |
| 11 | RU000A0ZZNJ2 | 2,000 | 2,001 | 120,000 | 600,000 |
| 12 | XS1400710999 | 2,000 | 2,001 | 10,000 | 50,000 |
| 13 | RU000A0JXYL4 | 2,000 | 2,001 | 300,000 | 1,500,000 |
| 14 | RU000A0ZZER4 | 2,000 | 2,001 | 200,000 | 1,000,000 |
| 15 | RU000A0JVMB4 | 2,000 | 2,001 | 100,000 | 500,000 |
| 16 | RU000A0JXVM8 | 2,000 | 2,001 | 100,000 | 500,000 |
| 17 | RU000A0JWMS6 | 2,000 | 2,001 | 200,000 | 1,000,000 |
| 18 | RU000A0JX0Z8 | 2,000 | 2,001 | 400,000 | 2,000,000 |
- Ban attribute on short selling will be changed:
| № | Security | Current attribute | New attribute |
|---|---|---|---|
| 1 | RU000A0JXRX3 | Yes | No |
| 2 | RU000A0JVP05 | Yes | No |
| 3 | XS1598697412 | Yes | No |
| 4 | XS1588061694 | Yes | No |
| 5 | XS1567117566 | Yes | No |
| 6 | RU000A0JXNV6 | Yes | No |
| 7 | RU000A0JWMJ5 | Yes | No |
| 8 | RU000A0JXQ85 | Yes | No |
| 9 | XS1495632298 | Yes | No |
| 10 | RU000A0ZYCJ8 | Yes | No |
| 11 | RU000A0ZZNJ2 | Yes | No |
| 12 | XS1400710999 | Yes | No |
| 13 | RU000A0JXYL4 | Yes | No |
| 14 | RU000A0ZZER4 | Yes | No |
| 15 | RU000A0JVMB4 | Yes | No |
| 16 | RU000A0JXVM8 | Yes | No |
| 17 | RU000A0JWMS6 | Yes | No |
| 18 | RU000A0JX0Z8 | Yes | No |
| 19 | RU000A0JUKX4 | Yes | No |
| 20 | RU000A0JXPG2 | Yes | No |
| 21 | XS1772800204 | No | Yes |
| 22 | RU000A100J18 | No | Yes |
| 23 | RU000A0JW1K9 | No | Yes |
| 24 | RU000A0JXT41 | No | Yes |
| 25 | RU000A0JWM56 | No | Yes |
| 26 | RU000A0ZYBD3 | No | Yes |
| 27 | RU000A0JWUV3 | No | Yes |
| 28 | RU000A0ZYFB8 | No | Yes |
| 29 | RU000A0ZYCM2 | No | Yes |
| 30 | RU000A0JWXF0 | No | Yes |
| 31 | RU000A0JWLD0 | No | Yes |
| 32 | RU000A0ZYDQ1 | No | Yes |
| 33 | RU000A0JVPR3 | No | Yes |
| 34 | RU000A0JVM81 | No | Yes |
| 35 | RU000A0ZZQH9 | No | Yes |
| 36 | RU000A0ZYML3 | No | Yes |
| 37 | RU000A0JX0B9 | No | Yes |
| 38 | RU000A0JUPW5 | No | Yes |
| 39 | RU000A0JVBX1 | No | Yes |
| 40 | RU000A0JUQB7 | No | Yes |
| 41 | RU000A0JVL33 | No | Yes |