26.08.2020 13:18
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August 27, 2020:
- Market risk rates and concentration limits
Ticker | Description | Current market risk rates | New market risk rates | Current concentration limits | 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 | 1st level | 2nd level | ||
QIWI | QIWI Plc | 50% | 71% | 95% | 35% | 49% | 78% | 8 708 | 43 540 | 12 700 | 63 500 |
- Ban attribute on short selling will be cancelled:
Ticker | Description | Current attribute | New attribute |
---|---|---|---|
QIWI | QIWI Plc | Yes | No |