02.07.2021 14:36
Risk parameters change on Securities and Derivatives market
CCP NCC is changing the following risk parameters starting from July 5, 2021:
- Securities market
| № | Ticker | Current concentration limits, units | New concentration limits, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| 1 | CHMF | 167 953 | 839 765 | 302 859 | 1 514 295 |
| 2 | NLMK | 1 000 635 | 5 003 175 | 1 743 499 | 8 717 495 |
| 3 | VTBR | 4 467 654 007 | 22 338 270 035 | 9 020 485 980 | 45 102 429 900 |
| 4 | MAGN | 3 348 359 | 16 741 795 | 5 438 277 | 27 191 385 |
| 5 | RUAL | 2 659 447 | 13 297 235 | 4 497 897 | 22 489 485 |
| 6 | OZON | 33 995 | 169 975 | 73 298 | 366 490 |
| 7 | MVID | 53 225 | 266 125 | 85 470 | 427 350 |
| 8 | PIKK | 27 305 | 136 525 | 39 385 | 196 925 |
| 9 | AGRO | 20 401 | 102 005 | 25 199 | 125 995 |
| 10 | RASP | 73 780 | 368 900 | 114 003 | 570 015 |
| 11 | TRMK | 108 696 | 543 480 | 250 378 | 1 251 890 |
- Derivatives market
| № | Underlying | Current concentration limits, units | New concentration limits, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| 1 | CHMF | 167 953 | 839 765 | 302 859 | 1 514 295 |
| 2 | NLMK | 1 000 635 | 5 003 175 | 1 743 499 | 8 717 495 |
| 3 | VTBR | 4 467 654 007 | 22 338 270 035 | 9 020 485 980 | 45 102 429 900 |
| 4 | MAGN | 3 348 359 | 16 741 795 | 5 438 277 | 27 191 385 |
| 5 | OZON | 33 995 | 169 975 | 73 298 | 366 490 |