25.11.2020 16:40
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from November 30, 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 | RU000A102A15 | Saint-Petersburg 35003 | 100% | 100% | 100% | 36% | 39% | 42% | 600 000 | 3 000 000 |
| 2 | RU000A102A07 | ALFA-BANK 002P-08 | 100% | 100% | 100% | 14% | 17% | 20% | 160 000 | 800 000 |
| 3 | RU000A102AJ1 | Promsvyazbank 003P-03 | 100% | 100% | 100% | 14% | 17% | 20% | 300 000 | 1 500 000 |
| 4 | RU000A0JXHE4 | Chelpipe 001P-02 | 100% | 100% | 100% | 9% | 12% | 15% | 100 000 | 500 000 |
| 5 | RU000A0JXME4 | Chelpipe 001P-03 | 100% | 100% | 100% | 14% | 17% | 20% | 100 000 | 500 000 |
| 6 | RU000A0JXTY7 | Chelpipe 001P-04 | 100% | 100% | 100% | 7% | 10% | 13% | 198 000 | 990 000 |
| № | Ticker | Description | New Eligible collateral |
New Ban on short selling |
|---|---|---|---|---|
| 1 | RU000A102A15 | Saint-Petersburg 35003 | Yes | No |
| 2 | RU000A102A07 | ALFA-BANK 002P-08 | No | No |
| 3 | RU000A102AJ1 | Promsvyazbank 003P-03 | No | No |
| 4 | RU000A0JXHE4 | Chelpipe 001P-02 | No | No |
| 5 | RU000A0JXME4 | Chelpipe 001P-03 | No | No |
| 6 | RU000A0JXTY7 | Chelpipe 001P-04 | No | No |
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