03.02.2021 17:51
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from February 04, 2021:
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | 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 | RU000A102GD1 | DOM.RF Mortgage agent BO 1P3 | 100% | 100% | 100% | 40% | 43% | 100% | 330,802 | 1,654,010 | Нет |
| 2 | RU000A102D46 | DOM.RF Mortgage agent 18-002P | 100% | 100% | 100% | 40% | 43% | 100% | 280,378 | 1,401,890 | Нет |
| 3 | RU000A101TD6 | DOM.RF Mortgage agent 15-002P | 100% | 100% | 100% | 40% | 43% | 100% | 325,055 | 1,625,275 | Нет |
| 4 | RU000A102JB9 | DOM.RF Mortgage agent BO 1P2 | 100% | 100% | 100% | 40% | 43% | 100% | 204,125 | 1,020,625 | Нет |
| 5 | RU000A101JD7 | DOM.RF Mortgage agent 05-001P | 100% | 100% | 100% | 40% | 43% | 100% | 144,141 | 720,705 | Нет |
| 6 | RU000A102GV3 | DOM.RF Mortgage agent BO 1P1 | 100% | 100% | 100% | 40% | 43% | 100% | 116,504 | 582,520 | Нет |