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
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Risk parameters