CCP NCC sets the following risk parameters on FX and precious metals market starting from September 23, 2019:
|
№ |
Name of group/supergroup |
Assets in group/supergroup |
|
1 |
EURUSD |
EUR, USD |
|
2 |
FX_GROUP_1 |
CNY, HKD, JPY |
|
3 |
FX_GROUP _2 |
GBP, CHF |
|
4 |
FX_GROUP _3 |
EURUSD, FX_GROUP_1 |
|
5 |
FX_GROUP _4 |
FX_GROUP_2, FX_GROUP_3 |
3. Risk rates for FX currency pairs with JPY for calculation of inter-product spread group discounts will be set:
|
Asset1 |
Asset2 |
SVal1/Val2 |
|
EUR |
JPY |
0.05 |
|
GBP |
JPY |
0.05 |
|
CHF |
JPY |
0.05 |
|
CNY |
JPY |
0.05 |
|
HKD |
JPY |
0.05 |
CCP NCC is changing PcH_max parameter value that defines price up limit for MISB shares on Securities market starting from September 20, 2019:
|
Ticker |
Current value PcH_max |
New value PcH_max |
|
MISB |
40% |
10% |
CCP NCC changes maximum quantity of securities eligible as collateral on Derivatives Market starting from 7:00 p.m. on September 26, 2019:
|
Ticker |
Maximum allowed number of securities per Clearing Member, units |
||
|
Previous value |
New value |
Change |
|
|
ALRS |
300 000 |
390 000 |
90 000 |
|
CHMF |
21 000 |
21 000 |
0 |
|
FEES |
35 000 000 |
35 000 000 |
0 |
|
GAZP |
870 000 |
1 200 000 |
330 000 |
|
GMKN |
4 500 |
4 500 |
0 |
|
HYDR |
14 000 000 |
14 000 000 |
0 |
|
LKOH |
23 000 |
27 000 |
4 000 |
|
MTSS |
56 000 |
67 000 |
11 000 |
|
ROSN |
110 000 |
110 000 |
0 |
|
SBER |
1 900 000 |
1 500 000 |
-400 000 |
|
SBERP |
140 000 |
140 000 |
0 |
|
SNGS |
450 000 |
870 000 |
420 000 |
|
TATN |
38 000 |
51 000 |
13 000 |
|
TRNFP |
39 |
39 |
0 |
|
VTBR |
530 000 000 |
630 000 000 |
100 000 000 |
CCP NCC is changing the following risk parameters on Securities market starting from September 23, 2019: