23.12.2020 14:44
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from December 24, 2020.
| № | Ticker | Current market risk rates | New market risk rates | New concentration limits, number of securities | New Ban on short selling |
New Collateral Flag | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | ||||
| 1 | RU000A102CU4 | 100% | 100% | 100% | 28% | 31% | 34% | 360 000 | 1 800 000 | No | Yes |
| 2 | RU000A102F28 | 100% | 100% | 100% | 24% | 27% | 30% | 300 000 | 1 500 000 | No | Yes |
| 3 | RU000A102DB2 | 100% | 100% | 100% | 14% | 17% | 20% | 400 000 | 2 000 000 | No | No |
| 4 | RU000A102DQ0 | 100% | 100% | 100% | 14% | 17% | 20% | 200 000 | 1 000 000 | No | No |
| 5 | RU000A102E52 | 100% | 100% | 100% | 21% | 24% | 27% | 100 000 | 500 000 | No | No |
| 6 | RU000A102E37 | 100% | 100% | 100% | 30% | 33% | 36% | 660 | 3 300 | No | No |
| 7 | RU000A102FE1 | 100% | 100% | 100% | 25% | 28% | 31% | 800 | 4 000 | No | No |
| 8 | RU000A100KW7 | 100% | 100% | 100% | 14% | 17% | 20% | 100 000 | 500 000 | No | Yes |
| 9 | RU000A100KX5 | 100% | 100% | 100% | 14% | 17% | 20% | 200 000 | 1 000 000 | No | Yes |
| 10 | RU000A101QW2 | 100% | 100% | 100% | 28% | 31% | 34% | 400 000 | 2 000 000 | No | Yes |
| 11 | RU000A0ZZXS2 | 100% | 100% | 100% | 28% | 31% | 34% | 300 000 | 1 500 000 | No | Yes |
| 12 | XS1319820897 | 100% | 100% | 100% | 25% | 28% | 31% | 40 000 | 200 000 | No | No |
| 13 | XS2252958751 | 100% | 100% | 100% | 22% | 25% | 28% | 25 000 | 125 000 | No | No |