09.06.2020 18:04
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 11, 2020:
1. Market risk rates and concentration limits
| Ticker | Description | Current market risk rates | New market risk rates | New concentration limits | |||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | 1st level | 2nd level | ||
| LSNG | Lenenergo | 100% | 100% | 100% | 50% | 71% | 95% | 1 861 120 | 9 305 600 |
| LSNGP | Lenenergo (pref) | 100% | 100% | 100% | 50% | 71% | 95% | 58 771 | 293 855 |
2. Ban attribute on short selling will be changed:
| Ticker | Description | Current attribute | New attribute |
|---|---|---|---|
| LSNGP | Lenenergo (pref) | Yes | No |
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