22.12.2020 19:02
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from December 23, 2020.
| № | Ticker | New market risk rates | Current market risk rates | New concentration limits, number of securities | Old 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 | LK1 | LK2 | ||
| 1 | OZON | 70% | 80% | 95% | 80% | 90% | 100% | 107 200 | 536 000 | 26 300 | 131 500 |
| 2 | FLOT | 35% | 55% | 78% | 100% | 100% | 100% | 453 700 | 2 268 500 | 2 000 | 2 001 |
If the market volatility does not significantly increase, CCP NCC will set the following risk parameters during New Year/Christmas Holidays:
| № | Security | Market risk rates from December 29, 2020 through January 8, 2021 |
Market risk rates from January 11, 2021 |
||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_1_min | S_2_min | S_1_min | S_2_min | ||
| 1 | FLOT | 38% | 58% | 81% | 35% | 55% | 78% |