15.10.2020 19:29
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from October 19, 2020:
| Ticker | Name | Current market risk rates | New market risk rates | New concentration limits, number of securities | Ban on short-selling | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||
| RU000A101TT2 | RZD 001B-01 | 100% | 100% | 100% | 28% | 31% | 34% | 600 000 | 3 000 000 | No |
| RU000A101Y18 | RZD 001B-02 | 100% | 100% | 100% | 41% | 44% | 47% | 400 000 | 2 000 000 | No |
| RU000A102564 | RZD 001B-03 | 100% | 100% | 100% | 26% | 29% | 32% | 2 000 000 | 10 000 000 | No |