27.11.2020 17:45

Risk parameters change on Securities market

CCP NCC sets 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 New eligible collateral 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 RU000A102EF1 Rosneft 003P-01 100% 100% 100% 8% 11% 14% 8,000,000 40,000,000 Yes No
2 RU000A102EE4 Rosneft 003P-02 100% 100% 100% 8% 11% 14% 8,000,000 40,000,000 Yes No
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