03.09.2021 17:03
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from September 06, 2021:
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||
| 1 | RU000A103FY7 | VEB.RF | 100% | 100% | 100% | 13% | 16% | 19% | 100 000 | 500 000 |
| № | Ticker | Description | Current ban on short selling attribute | New ban on short selling attribute |
|---|---|---|---|---|
| 1 | RU000A103FY7 | VEB.RF | Yes | No |