26.10.2022 18:39
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from October, 27-th 2022 :
| № | Ticker | Description | Current market risk rates, % | New market risk rates, % | ||||
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | |||
| 1 | RU000A1059Q2 | PJSC "LUKOIL" ZO-30 | 100% | 100% | 100% | 27% | 30% | 33% |
| 2 | RU000A1059N9 | PJSC "LUKOIL" ZO-26 | 100% | 100% | 100% | 20% | 23% | 26% |
| № | Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
| LK_1 | LK_2 | LK_1 | LK_2 | |||
| 1 | RU000A1059Q2 | PJSC "LUKOIL" ZO-30 | 2 000 | 2 001 | 30 000 | 150 000 |
| 2 | RU000A1059N9 | PJSC "LUKOIL" ZO-26 | 2 000 | 2 001 | 20 000 | 100 000 |
| № | Ticker | Description | Current Ban on short selling | New Ban on short selling |
| 1 | RU000A1059Q2 | PJSC "LUKOIL" ZO-30 | Yes | No |
| 2 | RU000A1059N9 | PJSC "LUKOIL" ZO-26 | Yes | No |
| № | Ticker | Description | Current stress scenario UP, % | Current stress scenario DOWN, % | New stress scenario UP, % | New stress scenario DOWN, % |
| 1 | RU000A1059Q2 | PJSC "LUKOIL" ZO-30 | 0% | 0% | 2% | 2% |
| 2 | RU000A1059N9 | PJSC "LUKOIL" ZO-26 | 0% | 0% | 2% | 2% |
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