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% |