24.03.2021 12:18
Risk parameters change on Securities market
CCP NCC will set the following risk parameters on Securities market due to corporate actions:
| Ticker | Description | Current and from 13.04.2021 market risk rates |
Market risk rates from 30.03.2021 till 12.04.2021 |
Current and from 13.04.2021 ban on short selling | Ban on short selling from 30.03.2021 till 12.04.2021 | ||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||||
| VTBB | VTBB ETF | 30% | 40% | 100% | 100% | 100% | 100% | No | Yes |
| VTBU | VTBU ETF | 36% | 46% | 100% | 100% | 100% | 100% | No | Yes |
Additionally, the following risk parameters will be changed starting from April 13, 2021:
| Ticker | Description | Current concentration limits, units | Concentration limits from 13.04.2021, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| VTBB | VTBB ETF | 9 550 | 47 750 | 95 500 | 477 500 |
| VTBU | VTBU ETF | 2 600 | 13 000 | 104 000 | 520 000 |