31.08.2020 15:52
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from September 1, 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 | RU000A101Z74 | Gazprombank BO 001P-17P | 100% | 100% | 100% | 14% | 17% | 20% | 200 000 | 1 000 000 |
| 2 | RU000A101ZH4 | Russian Post BO-001P-10 | 100% | 100% | 100% | 16% | 19% | 22% | 200 000 | 1 000 000 |
| 3 | RU000A0JX2P5 | Bashneft ANK BO-001P-01R | 100% | 100% | 100% | 40% | 43% | 46% | 200 000 | 1 000 000 |
| 4 | RU000A0JX9X4 | Bashneft ANK BO-001P-03R | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 5 | RU000A0JX2Q3 | Bashneft ANK BO-10 | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 6 | RU000A0JWH87 | Bashneft ANK BO-02 | 100% | 100% | 100% | 40% | 43% | 46% | 200 000 | 1 000 000 |
| 7 | RU000A0JVHF5 | Bashneft ANK BO-07 | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 8 | RU000A1020L5 | Samara Region 35015 | 100% | 100% | 100% | 16% | 19% | 22% | 100 000 | 500 000 |
| 9 | RU000A101QP6 | ALFA-BANK BO 002P-06 | 100% | 100% | 100% | 8% | 11% | 14% | 200 000 | 1 000 000 |
| 10 | RU000A0ZZUL3 | Bank GPB (JSC) 001P-02P | 100% | 100% | 100% | 40% | 43% | 46% | 200 000 | 1 000 000 |
| № | Ticker | Description | Current Eligible collateral |
New Eligible collateral |
Current Ban on short selling |
New Ban on short selling |
|---|---|---|---|---|---|---|
| 1 | RU000A101Z74 | Gazprombank BO 001P-17P | No | No | Yes | No |
| 2 | RU000A101ZH4 | Russian Post BO-001P-10 | No | No | Yes | No |
| 3 | RU000A0JX2P5 | Bashneft ANK BO-001P-01R | No | Yes | No | No |
| 4 | RU000A0JX9X4 | Bashneft ANK BO-001P-03R | No | Yes | Yes | No |
| 5 | RU000A0JX2Q3 | Bashneft ANK BO-10 | No | Yes | Yes | No |
| 6 | RU000A0JWH87 | Bashneft ANK BO-02 | No | Yes | Yes | No |
| 7 | RU000A0JVHF5 | Bashneft ANK BO-07 | No | Yes | Yes | No |
| 8 | RU000A1020L5 | Samara Region 35015 | No | No | Yes | No |
| 9 | RU000A101QP6 | ALFA-BANK BO 002P-06 | No | No | No | No |
| 10 | RU000A0ZZUL3 | Bank GPB (JSC) 001P-02P | No | No | Yes | No |