21.12.2021 18:30
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from December 22, 2021:
| № | Ticker | Current market risk rates, % | New market risk rates, % | New concentration limits, number of securities | New Ban on short selling | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | |||
| 1 | RU000A1049Y7 | 100% | 100% | 100% | 12% | 15% | 18% | 140 000 | 700 000 | No |
| № | Ticker | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN |
|---|---|---|---|---|---|
| 1 | RU000A1049Y7 | 0.00% | 0.00% | 1.50% | 1.50% |