24.11.2020 16:04
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from November 27, 2020:
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | New ban on short selling attribute | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | ||||
| 1 | RU000A1028U9 | RZD 001B-04 | 100% | 100% | 100% | 26% | 29% | 32% | 1 600 000 | 8 000 000 | No |
| 2 | XS2243636219 | Gaz Finance Plc UNDT | 100% | 100% | 100% | 28% | 31% | 34% | 20 000 | 100 000 | No |
| 3 | XS2243631095 | Gaz Finance Plc UNDT USD | 100% | 100% | 100% | 28% | 31% | 34% | 28 000 | 140 000 | No |