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21.01.2022 12:24

Risk parameters change on Securities market

CCP NCC is changing risk parameters on Securities market starting from January 27, 2022:

№ Ticker Current market risk rates, % New market risk rates, %
S1_min S2_min S3_min S1_min S2_min S3_min
1 RU000A0JXY44 100% 100% 100% 7% 10% 13%
2 RU000A100782 100% 100% 100% 7% 10% 13%
3 RU000A1009B9 100% 100% 100% 7% 10% 13%
4 RU000A100AB2 100% 100% 100% 7% 10% 13%
5 RU000A100V46 100% 100% 100% 7% 10% 13%
6 RU000A1010X1 100% 100% 100% 7% 10% 13%
7 RU000A0JVUX1 100% 100% 100% 8% 11% 14%
8 RU000A0JWLD0 100% 100% 100% 8% 11% 14%
9 RU000A0JWP46 100% 100% 100% 8% 11% 14%
10 RU000A0JWV89 100% 100% 100% 8% 11% 14%
11 RU000A100VX2 100% 100% 100% 8% 11% 14%
12 RU000A100W60 100% 100% 100% 8% 11% 14%
13 RU000A1011A7 100% 100% 100% 8% 11% 14%
14 RU000A1016P4 100% 100% 100% 8% 11% 14%
15 RU000A1016Q2 100% 100% 100% 8% 11% 14%
16 RU000A101QA8 100% 100% 100% 8% 11% 14%
17 RU000A0ZZUT6 100% 100% 100% 9% 12% 15%
18 RU000A1007H0 100% 100% 100% 9% 12% 15%
19 RU000A1026C1 100% 100% 100% 9% 12% 15%
20 RU000A103117 100% 100% 100% 9% 12% 15%
21 RU000A0JXLR8 100% 100% 100% 10% 13% 16%
22 RU000A0ZZ9W4 100% 100% 100% 10% 13% 16%
23 RU000A1013Y3 100% 100% 100% 10% 13% 16%
24 RU000A101PP8 100% 100% 100% 10% 13% 16%
25 RU000A101PU8 100% 100% 100% 10% 13% 16%
26 RU000A101R33 100% 100% 100% 10% 13% 16%
27 RU000A101RH1 100% 100% 100% 10% 13% 16%
28 RU000A101T56 100% 100% 100% 10% 13% 16%
29 XS1625994618 100% 100% 100% 11% 14% 17%
30 RU000A0JVVK6 100% 100% 100% 12% 15% 18%
31 RU000A0JVVP5 100% 100% 100% 12% 15% 18%
32 RU000A0JVVT7 100% 100% 100% 12% 15% 18%
33 RU000A0ZZ1M2 100% 100% 100% 12% 15% 18%
34 RU000A1006H2 100% 100% 100% 12% 15% 18%
35 RU000A100YE6 100% 100% 100% 12% 15% 18%
36 RU000A1016Z3 100% 100% 100% 12% 15% 18%
37 RU000A102LD1 100% 100% 100% 12% 15% 18%
38 RU000A0ZZ9P8 100% 100% 100% 13% 16% 19%
39 RU000A1011Q3 100% 100% 100% 13% 16% 19%
40 RU000A101665 100% 100% 100% 13% 16% 19%
41 RU000A1024W4 100% 100% 100% 13% 16% 19%
42 RU000A1031S7 100% 100% 100% 13% 16% 19%
43 RU000A1035D0 100% 100% 100% 13% 16% 19%
44 RU000A0JW5H6 100% 100% 100% 14% 17% 20%
45 RU000A101L96 100% 100% 100% 14% 17% 20%
46 RU000A101R90 100% 100% 100% 14% 17% 20%
47 RU000A101T64 100% 100% 100% 14% 17% 20%
48 RU000A102DS6 100% 100% 100% 14% 17% 20%
49 RU000A102FV5 100% 100% 100% 14% 17% 20%
50 RU000A1009A1 100% 100% 100% 15% 18% 21%
51 RU000A100B73 100% 100% 100% 16% 19% 22%
52 RU000A103372 100% 100% 100% 16% 19% 22%
53 RU000A0JX199 100% 100% 100% 18% 21% 24%
54 RU000A0JVP39 100% 100% 100% 19% 22% 25%
55 RU000A0JW126 100% 100% 100% 21% 24% 27%
56 RU000A0JX1C5 100% 100% 100% 23% 26% 29%
57 RU000A0JX2B5 100% 100% 100% 23% 26% 29%
58 RU000A0JRZ74 100% 100% 100% 40% 43% 46%
59 RU000A0JU0N7 100% 100% 100% 40% 43% 46%
60 RU000A0JU872 100% 100% 100% 40% 43% 46%
61 RU000A0JVNL1 100% 100% 100% 40% 43% 46%
62 RU000A0JVYL8 100% 100% 100% 40% 43% 46%
63 RU000A0JWR51 100% 100% 100% 40% 43% 46%
64 RU000A0JXSS1 100% 100% 100% 40% 43% 46%
65 XS2363250833 52% 55% 58% 25% 28% 31%
66 RU000A1009L8 40% 43% 46% 17% 20% 23%
67 RU000A102QP4 40% 43% 46% 19% 22% 25%
68 RU000A1030T7 34% 37% 40% 16% 19% 22%
69 RU000A103G42 34% 37% 40% 32% 35% 38%
70 RU000A0JXYL4 28% 31% 34% 13% 16% 19%
71 RU000A0ZYUW3 28% 31% 34% 14% 17% 20%
72 RU000A100ET6 20% 23% 26% 8% 11% 14%
73 XS2063279959 27% 30% 33% 19% 22% 25%
74 RU000A0ZYFM5 16% 19% 22% 8% 16% 19%
75 RU000A0JUV08 24% 27% 30% 16% 19% 22%
76 RU000A0ZYBM4 28% 31% 34% 22% 25% 28%
77 RU000A0ZZUL3 28% 31% 34% 22% 25% 28%
78 RU000A0ZYMD0 14% 17% 100% 8% 11% 100%
79 RU000A1007E7 24% 27% 30% 18% 21% 24%
80 RU000A100832 24% 27% 30% 18% 21% 24%
81 XS1589324075 18% 21% 24% 12% 15% 18%
82 XS1713474325 24% 27% 30% 18% 21% 24%
83 XS1752568144 18% 21% 24% 12% 15% 18%
84 RU000A1003R8 28% 31% 34% 24% 27% 30%
85 RU000A101Z74 28% 31% 34% 24% 27% 30%
86 RU000A102A07 28% 31% 34% 24% 27% 30%
87 RU000A102GJ8 28% 31% 34% 24% 27% 30%
88 RU000A102JZ8 28% 31% 34% 24% 27% 30%
89 RU000A102S80 28% 31% 34% 24% 27% 30%
90 RU000A0JVNB2 34% 37% 40% 30% 33% 36%
91 XS1514045886 40% 43% 46% 36% 39% 42%
92 XS1577953174 28% 31% 34% 24% 27% 30%
93 XS2046736919 28% 31% 34% 24% 27% 30%
94 RU000A0JT7M7 20% 23% 26% 16% 19% 22%
95 RU000A0JX5W4 20% 23% 26% 16% 19% 22%
96 RU000A0ZZQU2 26% 29% 32% 22% 25% 28%
97 RU000A1002E8 20% 23% 26% 16% 19% 22%
98 RU000A100AN7 13% 16% 19% 9% 12% 15%
99 RU000A100VR4 26% 29% 32% 22% 25% 28%
100 RU000A0ZZE20 20% 23% 26% 16% 19% 22%
101 RU000A100JC1 20% 23% 26% 16% 19% 22%
102 RU000A100TH9 22% 25% 28% 18% 21% 24%
103 RU000A102F28 20% 23% 26% 16% 19% 22%
104 RU000A102FR3 20% 23% 26% 16% 19% 22%
105 RU000A102RS6 26% 29% 32% 22% 25% 28%
106 CH0379268748 22% 25% 28% 18% 21% 24%
107 RU000A101L54 22% 25% 28% 18% 21% 24%
108 XS1693971043 22% 25% 28% 18% 21% 24%
109 XS1843434959 26% 29% 32% 22% 25% 28%
110 CH0404311711 11% 14% 17% 7% 10% 13%
111 RU000A0JV0U1 24% 27% 30% 20% 23% 26%
112 RU000A0JXRV7 24% 27% 30% 20% 23% 26%
113 RU000A102RQ0 24% 27% 30% 20% 23% 26%
114 RU000A103DU0 24% 27% 30% 20% 23% 26%
115 RU000A0ZZ117 24% 27% 30% 20% 23% 26%
116 RU000A101574 24% 27% 30% 20% 23% 26%
117 RU000A101SQ0 24% 27% 30% 20% 23% 26%
118 CH0419041618 36% 39% 42% 32% 35% 38%
119 XS0919504562 18% 21% 24% 14% 17% 20%
120 XS1843441731 24% 27% 30% 20% 23% 26%
121 RU000A0JVM81 14% 17% 20% 11% 14% 17%
122 RU000A101RP4 14% 17% 20% 11% 14% 17%
123 RU000A1026V1 14% 17% 20% 11% 14% 17%
124 RU000A1028C7 14% 17% 20% 11% 14% 17%
125 RU000A102960 14% 17% 20% 11% 14% 17%
126 RU000A102AJ1 14% 17% 20% 11% 14% 17%
127 XS1964558339 14% 17% 20% 11% 14% 17%
128 RU000A0JWMS6 13% 16% 19% 10% 13% 16%
129 RU000A0JXS59 13% 16% 19% 10% 13% 16%
130 RU000A0ZYDD9 17% 20% 23% 14% 17% 20%
131 RU000A100GY1 10% 13% 16% 7% 10% 13%
132 RU000A101FY1 11% 14% 17% 8% 11% 14%
133 XS2226716392 17% 20% 23% 14% 17% 20%
134 XS2281299763 19% 22% 25% 16% 19% 22%
135 XS2291914971 16% 19% 22% 13% 16% 19%
136 SU26233RMFS5 13% 14% 15% 10% 11% 12%
137 XS0842078536 10% 13% 16% 7% 10% 13%
138 XS0848530977 10% 13% 16% 7% 10% 13%
139 XS0935311240 13% 16% 19% 10% 13% 16%
140 XS0979891925 15% 18% 21% 12% 15% 18%
141 RU000A103EN3 41% 44% 47% 38% 41% 44%
142 RU000A0JWJX2 28% 31% 34% 26% 29% 32%
143 RU000A0JWLU4 34% 37% 40% 32% 35% 38%
144 RU000A0JWZY6 14% 17% 20% 12% 15% 18%
145 RU000A0JXP45 28% 31% 34% 26% 29% 32%
146 RU000A0JXUD9 14% 17% 20% 12% 15% 18%
147 RU000A0ZYCM2 14% 17% 20% 12% 15% 18%
148 RU000A0ZYFB8 14% 17% 20% 12% 15% 18%
149 RU000A0ZYGB6 26% 29% 32% 24% 27% 30%
150 RU000A0ZYU21 26% 29% 32% 24% 27% 30%
151 RU000A0ZYYE3 14% 17% 20% 12% 15% 18%
152 RU000A0ZZZ17 17% 20% 23% 15% 18% 21%
153 RU000A100238 14% 17% 20% 12% 15% 18%
154 RU000A1008L0 32% 35% 38% 30% 33% 36%
155 RU000A100HH4 28% 31% 34% 26% 29% 32%
156 RU000A1010M4 17% 20% 23% 15% 18% 21%
157 RU000A1011R1 26% 29% 32% 24% 27% 30%
158 RU000A101988 14% 17% 20% 12% 15% 18%
159 RU000A101LS1 38% 41% 44% 36% 39% 42%
160 RU000A101NH0 20% 23% 100% 18% 21% 100%
161 RU000A101UE2 20% 23% 26% 18% 21% 24%
162 RU000A1028G8 17% 20% 100% 15% 18% 100%
163 RU000A1028T1 40% 43% 46% 38% 41% 44%
164 RU000A102DB2 28% 31% 34% 26% 29% 32%
165 RU000A102DQ0 14% 17% 20% 12% 15% 18%
166 RU000A102K39 14% 17% 20% 12% 15% 18%
167 RU000A102R40 38% 41% 44% 36% 39% 42%
168 RU000A102R73 14% 17% 20% 12% 15% 18%
169 RU000A102RF3 14% 17% 20% 12% 15% 18%
170 RU000A102RT4 14% 17% 20% 12% 15% 18%
171 RU000A102TA0 17% 20% 23% 15% 18% 21%
172 RU000A103661 34% 37% 40% 32% 35% 38%
173 RU000A1036E6 28% 31% 34% 26% 29% 32%
174 RU000A103BE8 28% 31% 34% 26% 29% 32%
175 XS0191754729 28% 33% 38% 26% 29% 32%
176 RU000A0JT403 20% 23% 26% 18% 21% 24%
177 RU000A0JUMH3 28% 31% 34% 26% 29% 32%
178 RU000A0JUQ39 28% 31% 34% 26% 29% 32%
179 RU000A0JXFY6 26% 29% 32% 24% 27% 30%
180 RU000A0ZZDB0 20% 23% 26% 18% 21% 24%
181 RU000A0ZZXS2 26% 29% 32% 24% 27% 30%
182 RU000A101C89 26% 29% 32% 24% 27% 30%
183 RU000A101QW2 28% 31% 34% 26% 29% 32%
184 RU000A1025U5 26% 29% 32% 24% 27% 30%
185 RU000A102CU4 26% 29% 32% 24% 27% 30%
186 RU000A102YG7 34% 37% 40% 32% 35% 38%
187 RU000A102YH5 32% 35% 38% 30% 33% 36%
188 RU000A103G59 34% 37% 40% 32% 35% 38%
189 RU000A103GX7 28% 31% 34% 26% 29% 32%
190 RU000A103H66 34% 37% 40% 32% 35% 38%
191 RU000A103T88 56% 59% 62% 54% 57% 60%
192 RU000A103TB6 52% 55% 58% 50% 53% 56%
193 RU000A101RT6 17% 20% 23% 15% 18% 21%
194 RU000A101PK9 28% 31% 34% 26% 29% 32%
195 XS0893212398 14% 17% 20% 12% 15% 18%
196 XS2069992258 26% 29% 32% 24% 27% 30%
197 XS2099039542 28% 31% 34% 26% 29% 32%
198 XS2134628069 34% 37% 40% 32% 35% 38%
199 XS2199713384 32% 35% 38% 30% 33% 36%
200 XS2315951041 38% 41% 44% 36% 39% 42%
201 XS2325559396 44% 47% 50% 42% 45% 48%
202 RU000A0JTLJ3 10% 13% 16% 8% 11% 14%
203 RU000A0JTLL9 10% 13% 16% 8% 11% 14%
204 RU000A0JTM28 10% 13% 16% 8% 11% 14%
205 RU000A0JTM44 10% 13% 16% 8% 11% 14%
206 RU000A0JTTA5 11% 14% 17% 9% 12% 15%
207 RU000A0JWD57 11% 14% 17% 9% 12% 15%
208 RU000A0JX1S1 10% 13% 16% 8% 11% 14%
209 RU000A0JXPG2 11% 14% 17% 9% 12% 15%
210 RU000A0JXU48 8% 11% 14% 6% 9% 12%
211 RU000A0ZYLF7 10% 13% 16% 8% 11% 14%
212 RU000A0ZYLJ9 8% 11% 100% 6% 9% 100%
213 RU000A0ZYQU5 10% 13% 16% 8% 11% 14%
214 RU000A0ZZ1H2 11% 14% 17% 9% 12% 15%
215 RU000A0ZZ4P9 11% 14% 17% 9% 12% 15%
216 RU000A0ZZ5H3 11% 14% 17% 9% 12% 15%
217 RU000A0ZZ5J9 11% 14% 17% 9% 12% 15%
218 RU000A0ZZ7C0 10% 13% 16% 8% 11% 14%
219 RU000A0ZZQN7 13% 16% 19% 11% 14% 17%
220 RU000A0ZZRK1 13% 16% 19% 11% 14% 17%
221 RU000A1001V4 10% 13% 100% 8% 11% 100%
222 RU000A100FE5 10% 13% 16% 8% 11% 14%
223 RU000A100LS3 10% 13% 16% 8% 11% 14%
224 RU000A100UT2 11% 14% 17% 9% 12% 15%
225 RU000A100VG7 11% 14% 17% 9% 12% 15%
226 RU000A100Y50 13% 16% 19% 11% 14% 17%
227 RU000A100YU2 11% 14% 17% 9% 12% 15%
228 RU000A100ZK0 13% 16% 19% 11% 14% 17%
229 RU000A1013P1 13% 16% 19% 11% 14% 17%
230 RU000A101459 10% 13% 16% 8% 11% 14%
231 RU000A1017H9 10% 13% 16% 8% 11% 14%
232 RU000A1018K1 10% 13% 16% 8% 11% 14%
233 RU000A1018X4 10% 13% 16% 8% 11% 14%
234 RU000A101939 10% 13% 16% 8% 11% 14%
235 RU000A101D13 10% 13% 16% 8% 11% 14%
236 RU000A101DE8 10% 13% 16% 8% 11% 14%
237 RU000A101DF5 10% 13% 16% 8% 11% 14%
238 RU000A101EF3 10% 13% 16% 8% 11% 14%
239 RU000A101FC7 10% 13% 16% 8% 11% 14%
240 RU000A101GR3 11% 14% 17% 9% 12% 15%
241 RU000A101HJ8 11% 14% 17% 9% 12% 15%
242 RU000A101LY9 11% 14% 17% 9% 12% 15%
243 RU000A101MC3 11% 14% 17% 9% 12% 15%
244 RU000A101Q42 10% 13% 16% 8% 11% 14%
245 RU000A101Q59 10% 13% 16% 8% 11% 14%
246 RU000A101WF5 10% 13% 16% 8% 11% 14%
247 RU000A101XN7 11% 14% 17% 9% 12% 15%
248 RU000A1023H7 11% 14% 17% 9% 12% 15%
249 RU000A102FC5 10% 13% 16% 8% 11% 14%
250 RU000A102FS1 11% 14% 17% 9% 12% 15%
251 XS0889401724 8% 11% 14% 6% 9% 12%
252 XS0997544860 11% 14% 17% 9% 12% 15%
253 XS1041815116 8% 11% 14% 6% 9% 12%
254 XS1533915721 8% 11% 14% 6% 9% 12%
255 XS1533922933 8% 11% 14% 6% 9% 12%
256 XS1577961516 13% 16% 19% 11% 14% 17%
257 XS2183144810 10% 13% 16% 8% 11% 14%
258 RU000A0JTVJ2 16% 19% 22% 14% 17% 20%
259 RU000A0JU1Q8 22% 25% 28% 20% 23% 26%
260 RU000A0JUG98 18% 21% 24% 16% 19% 22%
261 RU000A0JWK74 18% 21% 24% 16% 19% 22%
262 RU000A0JWK90 12% 15% 18% 10% 13% 16%
263 RU000A0JWPW1 12% 15% 18% 10% 13% 16%
264 RU000A0ZYML3 9% 12% 15% 7% 10% 13%
265 RU000A0ZYX69 15% 18% 21% 13% 16% 19%
266 RU000A0ZYXJ4 16% 19% 22% 14% 17% 20%
267 RU000A0ZZ1J8 15% 18% 21% 13% 16% 19%
268 RU000A0ZZAL5 9% 12% 15% 7% 10% 13%
269 RU000A0ZZPZ3 18% 21% 24% 16% 19% 22%
270 RU000A0ZZXM5 16% 19% 22% 14% 17% 20%
271 RU000A0ZZZ66 16% 19% 22% 14% 17% 20%
272 RU000A1004S4 9% 12% 15% 7% 10% 13%
273 RU000A100A66 15% 18% 21% 13% 16% 19%
274 RU000A100AF3 16% 19% 22% 14% 17% 20%
275 RU000A100DZ5 9% 12% 15% 7% 10% 13%
276 RU000A100E88 12% 15% 18% 10% 13% 16%
277 RU000A100G03 12% 15% 18% 10% 13% 16%
278 RU000A100LV7 12% 15% 18% 10% 13% 16%
279 RU000A100N12 12% 15% 18% 10% 13% 16%
280 RU000A100PE4 12% 15% 18% 10% 13% 16%
281 RU000A101129 18% 21% 24% 16% 19% 22%
282 RU000A101CL5 25% 28% 31% 23% 26% 29%
283 RU000A101PJ1 12% 15% 18% 10% 13% 16%
284 RU000A101RF5 12% 15% 18% 10% 13% 16%
285 RU000A101SD8 22% 25% 28% 20% 23% 26%
286 RU000A101TK1 16% 19% 22% 14% 17% 20%
287 RU000A101UQ6 12% 15% 18% 10% 13% 16%
288 RU000A101WR0 12% 15% 18% 10% 13% 16%
289 RU000A101XH9 12% 15% 18% 10% 13% 16%
290 RU000A101XS6 12% 15% 18% 10% 13% 16%
291 RU000A101Z17 18% 21% 24% 16% 19% 22%
292 RU000A102CR0 16% 19% 22% 14% 17% 20%
293 RU000A102CT6 16% 19% 22% 14% 17% 20%
294 RU000A102E52 21% 24% 100% 19% 22% 100%
295 RU000A1034J0 12% 15% 18% 10% 13% 16%
296 RU000A1036F3 12% 15% 18% 10% 13% 16%
297 RU000A1039K7 16% 19% 22% 14% 17% 20%
298 RU000A103DP0 12% 15% 18% 10% 13% 16%
299 XS0921331509 9% 12% 15% 7% 10% 13%
300 XS1400710726 9% 12% 15% 7% 10% 13%
301 XS1574068844 12% 15% 18% 10% 13% 16%
302 XS1721463500 15% 18% 21% 13% 16% 19%
303 XS1795409082 19% 22% 25% 17% 20% 23%
304 XS1843443273 12% 15% 18% 10% 13% 16%
305 XS1911645049 12% 15% 18% 10% 13% 16%
306 XS1951067039 12% 15% 18% 10% 13% 16%
307 XS1951084471 18% 21% 24% 16% 19% 22%
308 XS1961080501 12% 15% 18% 10% 13% 16%
309 XS2099763075 15% 18% 21% 13% 16% 19%
310 XS2124187571 25% 28% 31% 23% 26% 29%
311 XS2157526315 16% 19% 22% 14% 17% 20%
312 XS2196334671 22% 25% 28% 20% 23% 26%
313 RU000A0JS4Z7 12% 15% 18% 10% 13% 16%
314 RU000A0JT6J5 18% 21% 24% 16% 19% 22%
315 RU000A100K80 16% 19% 22% 14% 17% 20%
316 RU000A1035Y6 12% 15% 18% 10% 13% 16%
317 RU000A103G75 24% 27% 30% 22% 25% 28%
318 RU000A103RS4 24% 27% 30% 22% 25% 28%
319 RU000A103T96 21% 24% 27% 19% 22% 25%
320 RU000A101RW0 21% 24% 27% 19% 22% 25%
321 RU000A101S08 25% 28% 31% 23% 26% 29%
322 RU000A101S16 25% 28% 31% 23% 26% 29%
323 XS0559915961 24% 27% 30% 22% 25% 28%
324 XS0993162683 18% 21% 24% 16% 19% 22%
325 XS1433454243 18% 21% 24% 16% 19% 22%
326 XS1592279522 24% 27% 30% 22% 25% 28%
327 XS1691350455 18% 21% 24% 16% 19% 22%
328 SU46020RMFS2 12% 13% 14% 10% 11% 12%
329 RU000A0JXJK7 36% 39% 42% 34% 37% 40%
330 RU000A0ZZER4 30% 33% 36% 28% 31% 34%
331 RU000A101LX1 30% 33% 36% 28% 31% 34%
332 RU000A103KG4 30% 33% 36% 28% 31% 34%
333 RU000A103TC4 48% 51% 54% 46% 49% 52%
334 XS2318748956 42% 45% 48% 40% 43% 46%
335 XS1843435337 36% 39% 42% 34% 37% 40%
336 XS1843437036 42% 45% 48% 40% 43% 46%
337 XS1843442465 30% 33% 36% 28% 31% 34%
338 XS2010030919 42% 45% 48% 40% 43% 46%
339 XS2159874002 48% 51% 54% 46% 49% 52%
340 RU000A0JUCR3 10% 15% 19% 12% 15% 18%
341 RU000A0JUCS1 10% 15% 19% 12% 15% 18%
342 RU000A0JWUX9 14% 17% 20% 16% 19% 22%
343 RU000A0ZYFN3 14% 17% 20% 16% 19% 22%
344 RU000A101590 14% 17% 20% 16% 19% 22%
345 RU000A0JTDX1 14% 17% 20% 16% 19% 22%
346 RU000A0JTW83 14% 17% 20% 16% 19% 22%
347 RU000A101Y18 24% 27% 30% 27% 30% 33%
348 RU000A102EE4 8% 11% 14% 13% 16% 19%
349 RU000A102EF1 8% 11% 14% 13% 16% 19%
350 RU000A0JVYG8 7% 10% 13% 13% 16% 19%
351 RU000A0JV3Q3 16% 19% 22% 22% 25% 28%
352 RU000A0JWST1 8% 11% 14% 14% 17% 20%
353 RU000A0JUAD7 16% 19% 22% 24% 27% 30%
354 RU000A0JU7Y9 14% 17% 20% 22% 25% 28%
355 RU000A0JWC82 8% 11% 14% 16% 19% 22%
356 RU000A102564 24% 27% 30% 27% 30% 33%
357 RU000A1028U9 24% 27% 30% 27% 30% 33%
358 RU000A102E37 24% 27% 100% 27% 30% 100%
359 RU000A102FE1 24% 27% 100% 27% 30% 100%
360 RU000A102S72 24% 27% 30% 27% 30% 33%
361 RU000A0JX090 7% 10% 13% 18% 21% 24%
362 RU000A0ZYWB3 14% 17% 20% 26% 29% 32%
363 RU000A0ZYEE5 16% 19% 22% 28% 31% 34%
364 RU000A0JS934 14% 17% 20% 28% 31% 34%
365 RU000A0JWNB0 16% 19% 22% 32% 35% 38%
366 RU000A0JS5R1 22% 26% 100% 100% 100% 100%
367 XS1319820897 17% 20% 23% 100% 100% 100%
368 RU000A1004A2 11% 14% 17% 9% 12% 15%
369 RU000A0ZYCR1 7% 10% 13% 11% 14% 17%

 

№ Ticker Current concentration limits, number of securities New concentration limits, number of securities
LK1 LK2 LK1 LK2
1 RU000A0JXY44 2 000 2 001 200 000 1 000 000
2 RU000A100782 2 000 2 001 200 000 1 000 000
3 RU000A1009B9 2 000 2 001 100 000 500 000
4 RU000A100AB2 2 000 2 001 100 000 500 000
5 RU000A100V46 2 000 2 001 200 000 1 000 000
6 RU000A1010X1 2 000 2 001 100 000 500 000
7 RU000A0JVUX1 2 000 2 001 100 000 500 000
8 RU000A0JWP46 2 000 2 001 300 000 1 500 000
9 RU000A0JWV89 2 000 2 001 100 000 500 000
10 RU000A100VX2 2 000 2 001 140 000 700 000
11 RU000A1011A7 2 000 2 001 200 000 1 000 000
12 RU000A1016P4 2 000 2 001 100 000 500 000
13 RU000A1016Q2 2 000 2 001 100 000 500 000
14 RU000A101QA8 2 000 2 001 200 000 1 000 000
15 RU000A0ZZUT6 2 000 2 001 200 000 1 000 000
16 RU000A1007H0 2 000 2 001 200 000 1 000 000
17 RU000A1026C1 2 000 2 001 140 000 700 000
18 RU000A103117 2 000 2 001 200 000 1 000 000
19 RU000A0JXLR8 2 000 2 001 153 485 767 425
20 RU000A0ZZ9W4 2 000 2 001 300 000 1 500 000
21 RU000A1013Y3 2 000 2 001 200 000 1 000 000
22 RU000A101PP8 2 000 2 001 100 000 500 000
23 RU000A101PU8 2 000 2 001 200 000 1 000 000
24 RU000A101R33 2 000 2 001 200 000 1 000 000
25 RU000A101RH1 2 000 2 001 100 000 500 000
26 RU000A101T56 2 000 2 001 200 000 1 000 000
27 XS1625994618 2 000 2 001 10 651 53 255
28 RU000A0JVVK6 2 000 2 001 200 000 1 000 000
29 RU000A0JVVP5 2 000 2 001 200 000 1 000 000
30 RU000A0JVVT7 2 000 2 001 200 000 1 000 000
31 RU000A0ZZ1M2 2 000 2 001 140 000 700 000
32 RU000A1006H2 2 000 2 001 100 000 500 000
33 RU000A1016Z3 2 000 2 001 140 000 700 000
34 RU000A102LD1 2 000 2 001 120 000 600 000
35 RU000A0ZZ9P8 2 000 2 001 160 000 800 000
36 RU000A1011Q3 2 000 2 001 100 000 500 000
37 RU000A101665 2 000 2 001 200 000 1 000 000
38 RU000A1024W4 2 000 2 001 126 000 630 000
39 RU000A1031S7 2 000 2 001 600 000 3 000 000
40 RU000A1035D0 2 000 2 001 200 000 1 000 000
41 RU000A0JW5H6 2 000 2 001 100 000 500 000
42 RU000A101L96 2 000 2 001 200 000 1 000 000
43 RU000A101R90 2 000 2 001 100 000 500 000
44 RU000A101T64 2 000 2 001 200 000 1 000 000
45 RU000A102DS6 2 000 2 001 200 000 1 000 000
46 RU000A102FV5 2 000 2 001 140 000 700 000
47 RU000A1009A1 2 000 2 001 200 000 1 000 000
48 RU000A100B73 2 000 2 001 100 000 500 000
49 RU000A103372 2 000 2 001 200 000 1 000 000
50 RU000A0JX199 2 000 2 001 155 600 778 000
51 RU000A0JVP39 2 000 2 001 100 000 500 000
52 RU000A0JW126 2 000 2 001 100 000 500 000
53 RU000A0JX1C5 2 000 2 001 100 000 500 000
54 RU000A0JX2B5 2 000 2 001 100 000 500 000
55 RU000A0JRZ74 2 000 2 001 360 000 1 800 000
56 RU000A0JU0N7 2 000 2 001 480 000 2 400 000
57 RU000A0JU872 2 000 2 001 100 000 500 000
58 RU000A0JVNL1 2 000 2 001 4 000 20 000
59 RU000A0JVYL8 2 000 2 001 100 000 500 000
60 RU000A0JWR51 2 000 2 001 100 000 500 000
61 RU000A0JXSS1 2 000 10 000 100 000 500 000
62 XS1713474325 9 403 47 015 6 452 32 260
63 RU000A0JT7M7 400 000 2 000 000 200 000 1 000 000
64 RU000A1002E8 264 561 1 322 805 200 000 1 000 000
65 RU000A100VR4 300 000 1 500 000 100 000 500 000
66 RU000A102RS6 820 000 4 100 000 1 000 000 5 000 000
67 XS1964558339 10 000 50 000 6 745 33 725
68 XS0191754729 3 600 18 000 24 000 120 000
69 RU000A102YH5 540 000 2 700 000 600 000 3 000 000
70 RU000A103G59 500 000 2 500 000 300 000 1 500 000
71 RU000A103H66 300 000 1 500 000 100 000 500 000
72 RU000A0JXU48 4 000 20 000 11 000 55 000
73 XS1533922933 16 000 80 000 6 600 33 000
74 RU000A0ZZXM5 207 541 1 037 705 202 210 1 011 050
75 RU000A1039K7 100 000 500 000 161 289 806 445
76 XS1951067039 6 545 32 725 7 345 36 725
77 XS2099763075 10 820 54 100 11 620 58 100
78 RU000A103G75 1 000 000 5 000 000 600 000 3 000 000
79 RU000A101LX1 200 000 1 000 000 300 000 1 500 000
80 RU000A0JWC82 200 000 1 000 000 400 000 2 000 000
81 XS2384475930 100 000 500 000 10 000 50 000
82 XS2010026560 100 000 500 000 10 500 52 500
83 XS2010027451 100 000 500 000 12 000 60 000

 

№ Ticker Current Ban on short selling New Ban on short selling
1 RU000A0JVUX1 Yes No
2 RU000A1016Q2 Yes No
3 RU000A103117 Yes No
4 XS1625994618 Yes No
5 RU000A0JVVK6 Yes No
6 RU000A0JVVP5 Yes No
7 RU000A0JVVT7 Yes No
8 RU000A1006H2 Yes No
9 RU000A1031S7 Yes No
10 RU000A1035D0 Yes No
11 RU000A0JW5H6 Yes No
12 RU000A101L96 Yes No
13 RU000A1009A1 Yes No
14 RU000A100B73 Yes No
15 RU000A103372 Yes No
16 RU000A0JX199 Yes No
17 RU000A0JVP39 Yes No
18 RU000A0JW126 Yes No
19 RU000A0JX1C5 Yes No
20 RU000A0JX2B5 Yes No
21 RU000A0JVNL1 Yes No
22 RU000A0JVYL8 Yes No
23 RU000A0JWR51 Yes No
24 RU000A0JS5R1 No Yes
25 XS1319820897 No Yes

 

№ Ticker Current stress scenario UP Current stress scenario DOWN New stress scenario UP New stress scenario DOWN
1 RU000A0JXY44 0.00% 0.00% 1.50% 1.50%
2 RU000A100782 0.00% 0.00% 1.50% 1.50%
3 RU000A1009B9 0.00% 0.00% 1.50% 1.50%
4 RU000A100AB2 0.00% 0.00% 1.50% 1.50%
5 RU000A100V46 0.00% 0.00% 1.50% 1.50%
6 RU000A1010X1 0.00% 0.00% 1.50% 1.50%
7 RU000A0JVUX1 0.00% 0.00% 1.50% 1.50%
8 RU000A0JWLD0 0.00% 0.00% 2.25% 2.25%
9 RU000A0JWP46 0.00% 0.00% 1.50% 1.50%
10 RU000A0JWV89 0.00% 0.00% 1.50% 1.50%
11 RU000A100VX2 0.00% 0.00% 1.50% 1.50%
12 RU000A100W60 0.00% 0.00% 1.50% 1.50%
13 RU000A1011A7 0.00% 0.00% 1.50% 1.50%
14 RU000A1016P4 0.00% 0.00% 1.50% 1.50%
15 RU000A1016Q2 0.00% 0.00% 1.50% 1.50%
16 RU000A101QA8 0.00% 0.00% 1.50% 1.50%
17 RU000A0ZZUT6 0.00% 0.00% 2.25% 2.25%
18 RU000A1007H0 0.00% 0.00% 2.25% 2.25%
19 RU000A1026C1 0.00% 0.00% 2.25% 2.25%
20 RU000A103117 0.00% 0.00% 2.25% 2.25%
21 RU000A0JXLR8 0.00% 0.00% 2.25% 2.25%
22 RU000A0ZZ9W4 0.00% 0.00% 2.25% 2.25%
23 RU000A1013Y3 0.00% 0.00% 2.25% 2.25%
24 RU000A101PP8 0.00% 0.00% 2.25% 2.25%
25 RU000A101PU8 0.00% 0.00% 2.25% 2.25%
26 RU000A101R33 0.00% 0.00% 2.25% 2.25%
27 RU000A101RH1 0.00% 0.00% 2.25% 2.25%
28 RU000A101T56 0.00% 0.00% 2.25% 2.25%
29 XS1625994618 0.00% 0.00% 2.00% 2.00%
30 RU000A0JVVK6 0.00% 0.00% 1.50% 1.50%
31 RU000A0JVVP5 0.00% 0.00% 1.50% 1.50%
32 RU000A0JVVT7 0.00% 0.00% 1.50% 1.50%
33 RU000A0ZZ1M2 0.00% 0.00% 1.50% 1.50%
34 RU000A1006H2 0.00% 0.00% 2.25% 2.25%
35 RU000A100YE6 0.00% 0.00% 2.25% 2.25%
36 RU000A1016Z3 0.00% 0.00% 2.25% 2.25%
37 RU000A102LD1 0.00% 0.00% 2.25% 2.25%
38 RU000A0ZZ9P8 0.00% 0.00% 3.75% 3.75%
39 RU000A1011Q3 0.00% 0.00% 3.75% 3.75%
40 RU000A101665 0.00% 0.00% 3.75% 3.75%
41 RU000A1024W4 0.00% 0.00% 3.75% 3.75%
42 RU000A1031S7 0.00% 0.00% 5.50% 5.50%
43 RU000A1035D0 0.00% 0.00% 3.75% 3.75%
44 RU000A0JW5H6 0.00% 0.00% 5.50% 5.50%
45 RU000A101L96 0.00% 0.00% 3.75% 3.75%
46 RU000A101R90 0.00% 0.00% 5.50% 5.50%
47 RU000A101T64 0.00% 0.00% 3.75% 3.75%
48 RU000A102DS6 0.00% 0.00% 5.50% 5.50%
49 RU000A102FV5 0.00% 0.00% 5.50% 5.50%
50 RU000A1009A1 0.00% 0.00% 5.50% 5.50%
51 RU000A100B73 0.00% 0.00% 5.50% 5.50%
52 RU000A103372 0.00% 0.00% 5.50% 5.50%
53 RU000A0JX199 0.00% 0.00% 5.50% 5.50%
54 RU000A0JVP39 0.00% 0.00% 5.50% 5.50%
55 RU000A0JW126 0.00% 0.00% 8.50% 8.50%
56 RU000A0JX1C5 0.00% 0.00% 8.50% 8.50%
57 RU000A0JX2B5 0.00% 0.00% 8.50% 8.50%
58 RU000A0JRZ74 0.00% 0.00% 5.50% 5.50%
59 RU000A0JU0N7 0.00% 0.00% 5.50% 5.50%
60 RU000A0JU872 0.00% 0.00% 2.25% 2.25%
61 RU000A0JVNL1 0.00% 0.00% 2.00% 2.00%
62 RU000A0JVYL8 0.00% 0.00% 1.50% 1.50%
63 RU000A0JWR51 0.00% 0.00% 5.50% 5.50%
64 RU000A0JXSS1 0.00% 0.00% 2.25% 2.25%
65 XS2363250833 0.00% 0.00% 2.00% 2.00%
66 RU000A1009L8 0.00% 0.00% 5.50% 5.50%
67 RU000A102QP4 0.00% 0.00% 5.50% 5.50%
68 RU000A1030T7 0.00% 0.00% 5.50% 5.50%
69 RU000A0JXYL4 0.00% 0.00% 3.75% 3.75%
70 RU000A0ZYUW3 0.00% 0.00% 3.75% 3.75%
71 RU000A100ET6 0.00% 0.00% 1.50% 1.50%
72 XS2063279959 5.50% 5.50% 2.00% 2.00%
73 RU000A0ZYFM5 0.00% 0.00% 1.50% 1.50%
74 RU000A0ZYMD0 2.25% 2.25% 1.50% 1.50%
75 RU000A100AN7 3.75% 3.75% 2.25% 2.25%
76 CH0404311711 2.00% 2.00% 5.00% 3.00%
77 RU000A0JVM81 3.75% 3.75% 2.25% 2.25%
78 RU000A101RP4 5.00% 5.00% 2.25% 2.25%
79 RU000A1026V1 5.00% 5.00% 2.25% 2.25%
80 RU000A1028C7 3.75% 3.75% 2.25% 2.25%
81 RU000A102960 3.75% 3.75% 2.25% 2.25%
82 RU000A102AJ1 0.00% 0.00% 2.25% 2.25%
83 RU000A0JWMS6 3.75% 3.75% 2.25% 2.25%
84 RU000A0JXS59 3.75% 3.75% 2.25% 2.25%
85 RU000A100GY1 3.75% 3.75% 2.25% 2.25%
86 SU26233RMFS5 10.00% 10.00% 8.50% 8.50%
87 XS0842078536 2.25% 2.25% 7.00% 5.00%
88 XS0848530977 2.25% 2.25% 7.00% 5.00%
89 XS0935311240 2.25% 2.25% 5.00% 3.00%
90 XS0979891925 3.75% 3.75% 5.00% 3.00%
91 RU000A0JWZY6 3.75% 3.75% 2.25% 2.25%
92 RU000A0JXUD9 3.75% 3.75% 2.25% 2.25%
93 RU000A0ZYCM2 3.75% 3.75% 2.25% 2.25%
94 RU000A0ZYFB8 3.75% 3.75% 2.25% 2.25%
95 RU000A0ZYYE3 3.75% 3.75% 2.25% 2.25%
96 RU000A100238 3.75% 3.75% 2.25% 2.25%
97 RU000A101988 3.75% 3.75% 2.25% 2.25%
98 RU000A101NH0 8.00% 8.00% 5.50% 5.50%
99 RU000A102DQ0 3.75% 3.75% 2.25% 2.25%
100 RU000A102K39 3.75% 3.75% 2.25% 2.25%
101 RU000A102R73 0.00% 0.00% 2.25% 2.25%
102 RU000A102RF3 0.00% 0.00% 2.25% 2.25%
103 RU000A102RT4 0.00% 0.00% 2.25% 2.25%
104 RU000A102TA0 0.00% 0.00% 5.50% 5.50%
105 RU000A103G59 5.50% 5.50% 0.00% 0.00%
106 RU000A103H66 5.50% 5.50% 0.00% 0.00%
107 RU000A0JTLJ3 2.25% 2.25% 1.50% 1.50%
108 RU000A0JTM44 0.00% 0.00% 2.25% 2.25%
109 RU000A0JWD57 0.00% 0.00% 2.25% 2.25%
110 RU000A0JX1S1 2.25% 2.25% 1.50% 1.50%
111 RU000A0ZYLF7 2.25% 2.25% 1.50% 1.50%
112 RU000A0ZYLJ9 3.00% 3.00% 1.50% 1.50%
113 RU000A0ZYQU5 2.25% 2.25% 1.50% 1.50%
114 RU000A0ZZ1H2 1.50% 1.50% 2.25% 2.25%
115 RU000A0ZZ7C0 2.25% 2.25% 1.50% 1.50%
116 RU000A0ZZRK1 3.75% 3.75% 2.25% 2.25%
117 RU000A1001V4 5.00% 5.00% 2.25% 2.25%
118 RU000A100FE5 2.25% 2.25% 1.50% 1.50%
119 RU000A100LS3 2.25% 2.25% 1.50% 1.50%
120 RU000A100ZK0 3.75% 3.75% 2.25% 2.25%
121 RU000A101459 2.25% 2.25% 1.50% 1.50%
122 RU000A1017H9 2.25% 2.25% 1.50% 1.50%
123 RU000A1018K1 2.25% 2.25% 1.50% 1.50%
124 RU000A1018X4 2.25% 2.25% 1.50% 1.50%
125 RU000A101939 2.25% 2.25% 1.50% 1.50%
126 RU000A101D13 2.25% 2.25% 1.50% 1.50%
127 RU000A101DE8 3.75% 3.75% 2.25% 2.25%
128 RU000A101DF5 3.75% 3.75% 2.25% 2.25%
129 RU000A101Q42 0.00% 0.00% 1.50% 1.50%
130 RU000A101Q59 0.00% 0.00% 1.50% 1.50%
131 RU000A101WF5 3.75% 3.75% 2.25% 2.25%
132 RU000A102FC5 3.80% 3.80% 2.25% 2.25%
133 XS0997544860 2.00% 2.00% 5.00% 3.00%
134 XS1533922933 2.00% 2.00% 5.00% 3.00%
135 RU000A0JWK74 8.00% 8.00% 5.50% 5.50%
136 RU000A0ZYML3 2.25% 2.25% 1.50% 1.50%
137 RU000A0ZYX69 5.50% 5.50% 3.75% 3.75%
138 RU000A0ZZ1J8 5.50% 5.50% 3.75% 3.75%
139 RU000A1004S4 2.25% 2.25% 1.50% 1.50%
140 RU000A100A66 5.50% 5.50% 3.75% 3.75%
141 RU000A101CL5 10.00% 10.00% 8.50% 8.50%
142 RU000A101SD8 10.00% 10.00% 5.50% 5.50%
143 RU000A101WR0 3.75% 3.75% 2.25% 2.25%
144 RU000A102CR0 5.50% 5.50% 3.75% 3.75%
145 RU000A102E52 8.50% 8.50% 5.50% 5.50%
146 XS1400710726 7.00% 5.00% 5.00% 3.00%
147 XS1843443273 2.00% 2.00% 5.00% 3.00%
148 XS1911645049 2.00% 2.00% 5.00% 3.00%
149 XS1951067039 2.00% 2.00% 5.00% 3.00%
150 XS1961080501 2.00% 2.00% 5.00% 3.00%
151 XS2124187571 7.00% 5.00% 2.00% 2.00%
152 XS2157526315 7.00% 5.00% 2.00% 2.00%
153 XS2196334671 7.00% 5.00% 2.00% 2.00%
154 RU000A103G75 2.25% 2.25% 0.00% 0.00%
155 RU000A101RW0 8.50% 8.50% 5.50% 5.50%
156 SU46020RMFS2 10.00% 10.00% 8.50% 8.50%
157 RU000A0JUCR3 3.75% 3.75% 1.50% 1.50%
158 RU000A0JUCS1 3.75% 3.75% 1.50% 1.50%
159 RU000A0JVYG8 1.50% 1.50% 3.75% 3.75%
160 RU000A0JWST1 1.50% 1.50% 3.75% 3.75%
161 RU000A0JWC82 1.50% 1.50% 5.50% 5.50%
162 RU000A0JX090 0.00% 0.00% 5.50% 5.50%
163 RU000A0JS5R1 1.50% 1.50% 0.00% 0.00%
164 XS1319820897 2.00% 2.00% 0.00% 0.00%
165 RU000A0ZYCR1 1.50% 1.50% 2.25% 2.25%
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27.01.2022