21.12.2021 10:21
Risk parameters change on Securities market
CCP NCC sets the following temporary risk parameters on Securities market for US shares near the Record date for dividends starting from December 28, 2021:
1. Periods of ban on short selling:
| Ban on short selling, from: | Ban on short selling, to: |
|---|---|
| Minimum date, counted from 2 trade date from Record date for dividends payments | Record date for dividends payments |
Information about periods of ban on short selling will be available from 8 p.m. on December 27, 2021 at website: https://www.nationalclearingcentre.ru/rates/dssPeriod
2. Settings of PcH_max и PcL_max:
| Risk parameters PcH_max and PcL_max, from: | Risk parameters PcH_max and PcL_max, to: |
|---|---|
| 4 trade days before Record date for dividends payments | 2 trade days before Record date for dividends payments |
Additionally, the ban for REPO trades with US shares will be set from December 28, 2021, if record date is between first and second leg of REPO. These restrictions will be effective till special announcement.