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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:

  1. 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
  1. 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
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