30.11.2020 15:45

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market:
PcH_max and PcL_max parameter values starting from December 1, 2020:

Ticker Name Price up limit
PcH_max
Price down limit
PcL_max
1 ABT-RM Abbott Laboratories 40% 40%
2 CAT-RM Caterpillar Inc. 40% 40%
3 CRM-RM salesforce.com, inc. 40% 40%
4 CVX-RM Chevron Corporation 40% 40%
5 IBM-RM INTERNATIONAL BUSINESS MACHINES CORPORATION 40% 40%
6 JNJ-RM Johnson & Johnson 40% 40%
7 KHC-RM The Kraft Heinz Company 40% 40%
8 KO-RM THE COCA-COLA COMPANY 40% 40%
9 NEE-RM NextEra Energy, Inc. 40% 40%
10 NKE-RM NIKE, Inc. class B 40% 40%
11 PG-RM The Procter & Gamble Company 40% 40%
12 SBUX-RM Starbucks Corporation 40% 40%
13 TGT-RM Target Corporation 40% 40%
14 UBER-RM Uber Technologies, Inc. 40% 40%
15 VTRS-RM Viatris Inc. 40% 40%


PcH_max and PcL_max parameter values starting from December 2, 2020:

Ticker Name Price up limit
PcH_max
Price down limit
PcL_max
1 ABT-RM Abbott Laboratories 100% 100%
2 CAT-RM Caterpillar Inc. 100% 100%
3 CRM-RM salesforce.com, inc. 100% 100%
4 CVX-RM Chevron Corporation 100% 100%
5 IBM-RM INTERNATIONAL BUSINESS MACHINES CORPORATION 100% 100%
6 JNJ-RM Johnson & Johnson 100% 100%
7 KHC-RM The Kraft Heinz Company 100% 100%
8 KO-RM THE COCA-COLA COMPANY 100% 100%
9 NEE-RM NextEra Energy, Inc. 100% 100%
10 NKE-RM NIKE, Inc. class B 100% 100%
11 PG-RM The Procter & Gamble Company 100% 100%
12 SBUX-RM Starbucks Corporation 100% 100%
13 TGT-RM Target Corporation 100% 100%
14 UBER-RM Uber Technologies, Inc. 100% 100%
15 VTRS-RM Viatris Inc. 100% 100%
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