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12.11.2021 15:55

Risk parameters change on Securities and Derivatives market

  1. CCP NCC is changing the following risk parameters on Securities market starting from November 19, 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 APTK PHARMACY CHAIN 36.6 PJSC 50% 75% 95% 70% 80% 95%
2 BELU BELUGA GROUP PJSC 50% 75% 95% 42% 48% 55%
3 DSKY DETSKY MIR PJSC 50% 75% 95% 25% 31% 38%
4 GCHE CHERKIZOVO GROUP PJSC 50% 75% 95% 33% 50% 75%
5 NKNC NIZHNEKAMSKNEFTEKHIM PJSC 50% 75% 95% 33% 50% 75%
6 RASP RASPADSKAYA OJSC 20% 26% 33% 17% 23% 30%

 

Ticker Description Current concentration limits, number of securities New concentration limits, number of securities
LK_1 LK_2 LK_1 LK_2
1 GCHE CHERKIZOVO GROUP PJSC ordinary shares 4 524 22 620 2 824 14 122
2 CBOM CREDIT BANK OF MOSCOW PJSC ordinary shares 10 142 774 50 713 870 13 120 769 65 603 844
3 FEES FEDERAL GRID CO UNIFIED ENER ordinary shares 249 707 474 1 248 537 370 206 809 375 1 034 046 875
4 MTLR MECHEL PJSC ordinary shares 336 421 1 682 105 1 187 689 5 938 443
5 MTLRP MECHEL-PREF preference shares 104 104 520 520 287 531 1 437 656
6 PIKK PIK GROUP PJSC ordinary shares 39 385 196 925 85 906 429 529
7 SMLT SAMOLET GROUP ordinary shares 5 996 29 980 17 782 88 912
8 VSMO VSMPO-AVISMA CORP PJSC ordinary shares 407 2 035 268 1 339
  1. CCP NCC is changing the following risk parameters on Derivatives market starting from 7:00 pm on November 18, 2021:
Underlying asset Futures contract Current concentration limits, number of securities New concentration limits, number of securities
LK1 LK2 LK1 LK2
1 FEES FEDERAL GRID CO UNIFIED ENER ordinary shares futures 249 707 474 1 248 537 370 206 809 375 1 034 046 875
2 PIKK PIK GROUP PJSC ordinary shares futures 39 385 196 925 85 906 429 529
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