Русский RU
14.10.2021 16:10

Risk parameters change on Securities market

CCP NCC is changing risk parameters on Securities market starting from October 18-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 32% 35% 100% 35% 38% 100%
2 RU000A0ZZV86 DOM.RF 26% 29% 100% 30% 33% 100%
3 RU000A100YY4 DOM.RF 23% 26% 100% 25% 28% 100%
4 RU000A101JD7 DOM.RF 28% 31% 100% 23% 26% 100%
5 RU000A101TD6 DOM.RF 22% 25% 100% 25% 28% 100%
6 RU000A102D46 DOM.RF 23% 26% 100% 28% 31% 100%
7 RU000A102GD1 DOM.RF 24% 27% 100% 27% 30% 100%
8 RU000A102GV3 DOM.RF 30% 33% 100% 27% 30% 100%
9 RU000A100ZB9 DOM.RF 100% 100% 100% 35% 38% 100%

 

Ticker Description Current concentration limits, number of securities New concentration limits, number of securities
LK1 LK2 LK1 LK2
RU000A100YY4 DOM.RF 155 962 779 810 98 475 492 373
RU000A0ZZCH9 DOM.RF 226 178 1 130 890 123 755 618 776
RU000A0ZZNW5 DOM.RF 281 547 1 407 735 95 026 475 131
RU000A100ZB9 DOM.RF 2 000 2 001 1 913 056 9 565 280

 

Ticker Description Current ban on short selling attribute New ban on short selling attribute
RU000A100ZB9 DOM.RF Yes No
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form
Main news