04.12.2024 21:07
Risk parameters change on the Securities market
CCP NCC changes risk params on the Securities market:
- Current market risk rates and limit of concentration
| Isin | Current market risk rates, % from 05.12.24 г. | Limit of concentration, # from 05.12.24 | Current market risk rates, % from 06.12.24 г. | Limit of concentration, # from 06.12.24 | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | LK1 | LK2 | S1_min | S2_min | S3_min | LK1 | LK2 | ||
| RU000A10A810 | 30% | 35% | 40% | 77 | 385 | 15% | 18% | 21% | 77 | 385 | |
| RU000A10A851 | 30% | 35% | 40% | 100 | 500 | 15% | 18% | 21% | 100 | 500 | |
| RU000A10A844 | 30% | 35% | 40% | 200 | 1 000 | 18% | 21% | 24% | 200 | 1 000 | |
| RU000A10A8A6 | 30% | 35% | 40% | 88 | 440 | 15% | 18% | 21% | 88 | 440 | |
| RU000A10A885 | 30% | 35% | 40% | 200 | 1 000 | 15% | 18% | 21% | 200 | 1 000 | |
| RU000A10A7Y8 | 30% | 35% | 40% | 300 | 1 500 | 15% | 18% | 21% | 300 | 1 500 | |
| RU000A10A828 | 30% | 35% | 40% | 150 | 750 | 15% | 18% | 21% | 150 | 750 | |
| RU000A10A836 | 30% | 35% | 40% | 250 | 1 250 | 15% | 16% | 17% | 250 | 1 250 | |
| RU000A10A893 | 30% | 35% | 40% | 112 | 560 | 15% | 16% | 17% | 112 | 560 | |
| RU000A10A869 | 30% | 35% | 40% | 2 000 | 11 000 | 15% | 18% | 21% | 2 000 | 11 000 | |
| RU000A10A8E8 | 30% | 35% | 40% | 4 786 000 | 23 929 000 | 15% | 18% | 21% | 4 786 000 | 23 929 000 | |
| RU000A10A802 | 30% | 35% | 40% | 21 | 105 | 15% | 16% | 17% | 21 | 105 | |
| RU000A10A877 | 30% | 35% | 40% | 17 | 85 | 15% | 16% | 17% | 17 | 85 | |
- Set risk parameters for securities listed in point 1:
| Ban on short sell | Collateral | ||
|---|---|---|---|
| from 05.12.24 г. | from 06.12.24 г. | from 05.12.24 г. | from 06.12.24 г. |
| Yes | No | No | Yes |