21.09.2021 17:09
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 07.10.2021 market risk rates |
Market risk rates from 01.10.2021 through 06.10.2021 |
Current and from 07.10.2021 ban on short selling | Ban on short selling from 27.09.2021 through 06.10.2021 | ||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||||
| FXUS | FinEx USA UCITS ETF | 21% | 42% | 70% | 100% | 100% | 100% | No | Yes |
| FXRL | FinEx Russian RTS Equity UCITS ETF | 25% | 50% | 70% | 100% | 100% | 100% | No | Yes |
| FXRB | FinEx Tradable Russian Corporate Bonds UCITS ETF | 12% | 19% | 70% | 100% | 100% | 100% | No | Yes |
Additionally, the following risk parameters will be changed starting from October 07, 2021:
| Ticker | Description | Current concentration limits, units | Concentration limits from 07.10.2021, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| FXUS | FinEx USA UCITS ETF | 4 116 | 20 580 | 411 600 | 2 058 000 |
| FXRL | FinEx Russian RTS Equity UCITS ETF | 5 499 | 27 495 | 549 900 | 2 749 500 |
| FXRB | FinEx Tradable Russian Corporate Bonds UCITS ETF | 33 517 | 167 585 | 3 351 700 | 16 758 500 |