02.08.2021 15:33
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from August 04, 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 | RU000A101RT6 | REPUBLIC OF KAZAKHSTAN | 100% | 100% | 100% | 17% | 20% | 23% |
| 2 | RU000A101RW0 | REPUBLIC OF KAZAKHSTAN | 100% | 100% | 100% | 21% | 24% | 27% |
| 3 | RU000A101S08 | REPUBLIC OF KAZAKHSTAN | 100% | 100% | 100% | 25% | 28% | 31% |
| 4 | RU000A101S16 | REPUBLIC OF KAZAKHSTAN | 100% | 100% | 100% | 25% | 28% | 31% |
| Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
|---|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | ||
| RU000A101RT6 | REPUBLIC OF KAZAKHSTAN | 2 000 | 2 001 | 200 000 | 1 000 000 |
| RU000A101RW0 | REPUBLIC OF KAZAKHSTAN | 2 000 | 2 001 | 200 000 | 1 000 000 |
| RU000A101S08 | REPUBLIC OF KAZAKHSTAN | 2 000 | 2 001 | 200 000 | 1 000 000 |
| RU000A101S16 | REPUBLIC OF KAZAKHSTAN | 2 000 | 2 001 | 200 000 | 1 000 000 |
| № | Ticker | Description | Current ban on short selling attribute | New ban on short selling attribute |
|---|---|---|---|---|
| 1 | RU000A101RT6 | REPUBLIC OF KAZAKHSTAN | Yes | No |
| 2 | RU000A101RW0 | REPUBLIC OF KAZAKHSTAN | Yes | No |
| 3 | RU000A101S08 | REPUBLIC OF KAZAKHSTAN | Yes | No |
| 4 | RU000A101S16 | REPUBLIC OF KAZAKHSTAN | Yes | No |