28.07.2021 13:30

Risk parameters change on Securities market

CCP NCC is changing risk parameters on Securities market starting from July 29-th, 2021:

Ticker Description Current market risk rates New market risk rates
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
1 RU000A0ZYJT2 DOM.RF 27% 30% 100% 32% 35% 100%
2 RU000A100YY4 DOM.RF 21% 24% 100% 23% 26% 100%
3 RU000A101JD7 DOM.RF 24% 27% 100% 28% 31% 100%
4 RU000A103125 DOM.RF 100% 100% 100% 28% 31% 100%

 

Ticker Description Current concentration limits, number of securities New concentration limits, number of securities
LK1 LK2 LK1 LK2
RU000A103125 DOM.RF 2 000 2 001 225 045 1 125 225

 

 

 

 

Ticker Description Current ban on short selling attribute New ban on short selling attribute
RU000A103125 DOM.RF Yes No
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