20.03.2023 17:26
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from March, 21-st 2023 :
| № | 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 | RU000A105NL3 | MMC NORILSK NICKEL BO-001P-06 | 100% | 100% | 100% | 26% | 29% | 32% |
| 2 | RU000A105KW6 | Eurasian Develop Bank P03-05 | 100% | 100% | 100% | 30% | 33% | 36% |
| № | Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
| LK_1 | LK_2 | LK_1 | LK_2 | |||
| 1 | RU000A105NL3 | MMC NORILSK NICKEL BO-001P-06 | 2,000 | 2,001 | 100,000 | 500,000 |
| 2 | RU000A105KW6 | Eurasian Develop Bank P03-05 | 2,000 | 2,001 | 100,000 | 500,000 |
| № | Ticker | Description | Current Ban on short selling | New Ban on short selling | ||
| 1 | RU000A105NL3 | MMC NORILSK NICKEL BO-001P-06 | Yes | No | ||
| 2 | RU000A105KW6 | Eurasian Develop Bank P03-05 | Yes | No |
| № | Ticker | Description | Current collateral | New collateral | ||
| 1 | RU000A105NL3 | MMC NORILSK NICKEL BO-001P-06 | No | Yes | ||
| 2 | RU000A105KW6 | Eurasian Develop Bank P03-05 | No | Yes |