Русский RU
19.05.2021 17:25

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 07.06.2021
market risk rates
Market risk rates
from 24.05.2021 through 04.06.2021
Current and from 07.06.2021 ban on short selling Ban on short selling from 24.05.2021 through 05.06.2021
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
SBGB SBGB ETF 16% 22% 100% 100% 100% 100% No Yes
SBMX SBMX ETF 22% 34% 100% 100% 100% 100% No Yes
SBRB SBRB ETF 28% 38% 100% 100% 100% 100% No Yes

Additionally, the following risk parameters will be changed starting from June 7, 2021:

Ticker Description Current concentration limits, units Concentration limits from 07.06.2021, units
LK_1 LK_2 LK_1 LK_2
SBGB SBGB ETF 10 000 50 000 1 000 000 5 000 000
SBMX SBMX ETF 10 000 50 000 1 000 000 5 000 000
SBRB SBRB ETF 9 137 45 687 913 700 4 568 700
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form