08.04.2020 20:04
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from April 15, 2020:
| Security | Current market risk rates | New market risk rates | |||||
|---|---|---|---|---|---|---|---|
| 1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
||
| RU000A1003C0 | 12% | 15% | 18% | 25% | 28% | 31% | |
| RU000A1007V1 | 11% | 14% | 17% | 25% | 28% | 31% | |
| RU000A100FR7 | 12% | 15% | 18% | 25% | 28% | 31% | |
| RU000A100YK3 | 13% | 16% | 19% | 25% | 28% | 31% | |
| RU000A0JVP05 | 10% | 13% | 16% | 100% | 100% | 100% | |
| RU000A0JXRX3 | 8% | 11% | 14% | 100% | 100% | 100% | |
| Security | Ban on short-selling | |
|---|---|---|
| RU000A0JVP05 | Yes | |
| RU000A0JXRX3 | Yes |