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  

 

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