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CCP NCC changes PcH_max parameter value that defines price up limit for UNKL shares on Securities market starting from July 16, 2020:

Ticker

Current value PcH_max

New value PcH_max

UNKL

40%

10%

New bonds will be accepted to margin trading starting from 15.07.2020. From this date on, the following risk parameters will be applied:

 

 

Ticker

Minimum Initial Margin for the Market Risk, %

Concentration Limit, # of securities

Level 1, S_1_min

Level 2, S_2_min

Level 3, S_3_min

Level 1

Level 2

1

 RU000A101UM5

3%

4%

5%

           1 000 000  

           5 000 000  

2

 RU000A0ZZAU6

100%

100%

100%

                 2 000  

                 2 001  

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

SNGS

35%

77%

16.07.2020 - 20.07.2020

SNGSP

35%

77%

16.07.2020 - 20.07.2020

 

CCP NCC includes futures on EUR/RUB and USD/RUB exchange rates into inter-product spread on Derivatives market starting from 7:00 pm on July 14, 2020 with the following risk parameters that are used to calculate inter-product spreads discounts:

Underlying asset code

 

Underlying asset

window_size

1

Eu

Futures on EUR/RUB Exchange Rate

0.5

2

Si

Futures on USD/RUB Exchange Rate

0.5

CCP NCC sets the following risk parameters on Securities market starting from July 15, 2020:

Ticker

Description

Current ban attribute on short selling

New ban attribute on short selling

TEUR

TEUR ETF ALL-WEATHER EUR

Yes

No

TRUR

TRUR ETF ALL-WEATHER RUB

Yes

No

TUSD

TUSD ETF ALL-WEATHER USD

Yes

No