17.07.2020 14:19
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from July 20, 2020
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||
| 1 | XS2183144810 | ABH Financial Limited, 2.7% 11jun2023, EUR (6) | 100% | 100% | 100% | 19% | 22% | 25% | 7 000 | 35 000 |
| 2 | XS2010030919 | ALROSA Finance S.A. 25/06/27 | 100% | 100% | 100% | 56% | 59% | 62% | 10 000 | 50 000 |
| 3 | RU000A101PG7 | ALROSA BO 03 | 100% | 100% | 100% | 34% | 37% | 40% | 100 000 | 500 000 |
| 4 | RU000A101PF9 | ALROSA BO 04 | 100% | 100% | 100% | 36% | 39% | 42% | 100 000 | 500 000 |
| 5 | RU000A101PD4 | ALROSA BO 05 | 100% | 100% | 100% | 36% | 39% | 42% | 100 000 | 500 000 |
| 6 | RU000A101PB8 | ALROSA BO 06 | 100% | 100% | 100% | 36% | 39% | 42% | 100 000 | 500 000 |
| 7 | RU000A101PC6 | ALROSA BO 07 | 100% | 100% | 100% | 36% | 39% | 42% | 100 000 | 500 000 |
| 8 | RU000A0JVQT7 | Evroplan BO-2 | 100% | 100% | 100% | 8% | 11% | 14% | 100 000 | 500 000 |
| 9 | RU000A101LN2 | International Invest. Bank 1P3 | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 10 | RU000A101MZ4 | International Invest. Bank 1P4 | 100% | 100% | 100% | 14% | 17% | 20% | 140 000 | 700 000 |
| 11 | RU000A1009L8 | RZD BO 001P-15R | 100% | 100% | 100% | 40% | 43% | 46% | 300 000 | 1 500 000 |
| 12 | RU000A101UE2 | EXIMBANK OF RUSSIA 002P-03 | 100% | 100% | 100% | 22% | 25% | 28% | 140 000 | 700 000 |
| 13 | RU000A101UG7 | Sverdlovsk Region 34007 | 100% | 100% | 100% | 16% | 19% | 22% | 200 000 | 1 000 000 |
| 14 | RU000A101UR4 | Bashkir soda company 1P-02 | 100% | 100% | 100% | 17% | 20% | 23% | 100 000 | 500 000 |
| 15 | RU000A101UQ6 | X5 FINANSE 001P-12 | 100% | 100% | 100% | 14% | 17% | 20% | 200 000 | 1 000 000 |
| № | Ticker | Description | Current Eligible collateral |
New Eligible collateral |
Current Ban on short selling |
New Ban on short selling |
|---|---|---|---|---|---|---|
| 1 | XS2183144810 | ABH Financial Limited, 2.7% 11jun2023, EUR (6) | No | No | Yes | No |
| 2 | XS2010030919 | ALROSA Finance S.A. 25/06/27 | No | Yes | Yes | No |
| 3 | RU000A101PG7 | ALROSA BO 03 | No | Yes | Yes | No |
| 4 | RU000A101PF9 | ALROSA BO 04 | No | Yes | Yes | No |
| 5 | RU000A101PD4 | ALROSA BO 05 | No | Yes | Yes | No |
| 6 | RU000A101PB8 | ALROSA BO 06 | No | Yes | Yes | No |
| 7 | RU000A101PC6 | ALROSA BO 07 | No | Yes | Yes | No |
| 8 | RU000A0JVQT7 | Evroplan BO-2 | No | No | No | No |
| 9 | RU000A101LN2 | International Invest. Bank 1P3 | No | No | Yes | No |
| 10 | RU000A101MZ4 | International Invest. Bank 1P4 | No | No | No | No |
| 11 | RU000A1009L8 | RZD BO 001P-15R | No | Yes | No | No |
| 12 | RU000A101UE2 | EXIMBANK OF RUSSIA 002P-03 | No | No | Yes | No |
| 13 | RU000A101UG7 | Sverdlovsk Region 34007 | No | No | Yes | No |
| 14 | RU000A101UR4 | Bashkir soda company 1P-02 | No | No | Yes | No |
| 15 | RU000A101UQ6 | X5 FINANSE 001P-12 | No | No | Yes | No |