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CCP NCC sets the following risk parameters on Securities market:

PcH_max and PcL_max parameter values starting from December 1, 2020:

Ticker

Name

Price up limit

PcH_max

Price down limit

PcL_max

1

ABT-RM

Abbott Laboratories

40%

40%

2

CAT-RM

Caterpillar Inc.

40%

40%

3

CRM-RM

salesforce.com, inc.

40%

40%

4

CVX-RM

Chevron Corporation

40%

40%

5

IBM-RM

INTERNATIONAL BUSINESS MACHINES CORPORATION

40%

40%

6

JNJ-RM

Johnson & Johnson

40%

40%

7

KHC-RM

The Kraft Heinz Company

40%

40%

8

KO-RM

THE COCA-COLA COMPANY

40%

40%

9

NEE-RM

NextEra Energy, Inc.

40%

40%

10

NKE-RM

NIKE, Inc. class B

40%

40%

11

PG-RM

The Procter & Gamble Company

40%

40%

12

SBUX-RM

Starbucks Corporation

40%

40%

13

TGT-RM

Target Corporation

40%

40%

14

UBER-RM

Uber Technologies, Inc.

40%

40%

15

VTRS-RM

Viatris Inc.

40%

40%

 

PcH_max and PcL_max parameter values starting from December 2, 2020:

Ticker

Name

Price up limit

PcH_max

Price down limit

PcL_max

1

ABT-RM

Abbott Laboratories

100%

100%

2

CAT-RM

Caterpillar Inc.

100%

100%

3

CRM-RM

salesforce.com, inc.

100%

100%

4

CVX-RM

Chevron Corporation

100%

100%

5

IBM-RM

INTERNATIONAL BUSINESS MACHINES CORPORATION

100%

100%

6

JNJ-RM

Johnson & Johnson

100%

100%

7

KHC-RM

The Kraft Heinz Company

100%

100%

8

KO-RM

THE COCA-COLA COMPANY

100%

100%

9

NEE-RM

NextEra Energy, Inc.

100%

100%

10

NKE-RM

NIKE, Inc. class B

100%

100%

11

PG-RM

The Procter & Gamble Company

100%

100%

12

SBUX-RM

Starbucks Corporation

100%

100%

13

TGT-RM

Target Corporation

100%

100%

14

UBER-RM

Uber Technologies, Inc.

100%

100%

15

VTRS-RM

Viatris Inc.

100%

100%

As per the Securities market risk parameters methodology, on 30.11.2020, 10-20 (MSK) the upper bound of the price band (up to 84.18) and initial margins (up to 22.5 %) for the security RU000A0JVNB2 were changed. New values are available here

CCP NCC sets the following risk parameters on Securities market starting from November 30, 2020:

 

Ticker

Description

Current market risk rates

New market risk rates

New concentration limits, number of securities

New eligible collateral

New ban on short selling attribute

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

LK1

LK2

1

RU000A102EF1

Rosneft 003P-01

100%

100%

100%

8%

11%

14%

8,000,000

40,000,000

Yes

No

2

RU000A102EE4

Rosneft 003P-02

100%

100%

100%

8%

11%

14%

8,000,000

40,000,000

Yes

No

As per the Securities market risk parameters methodology, on 27.11.2020, 12-18 (MSK) the lower bound of the price band (up to 66.99) and initial margins (up to 11.25 %) for the security RU000A0JUG98 were changed. New values are available here

CCP NCC is changing risk parameters on Securities market starting from November 27, 2020:

Ticker

Description

Current market risk rates

New market risk rates

New ban on short selling attribute

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

1

RU000A0JWVL2

Evroplan BO-7

26%

29%

32%

100%

100%

100%

Yes

2

RU000A100W60

Europlan BO-03

14%

17%

20%

100%

100%

100%

Yes

3

RU000A0JVQT7

Evroplan BO-2

8%

11%

14%

100%

100%

100%

Yes

4

RU000A0ZZBV2

Europlan BO-08

7%

10%

13%

100%

100%

100%

Yes

5

RU000A100TF3

RUSAL Bratsk BO-001P-03

14%

17%

20%

100%

100%

100%

Yes

6

RU000A1011C3

RUSAL Bratsk BO-001P-04

14%

17%

20%

100%

100%

100%

Yes

7

RU000A100BB0

RUSAL Bratsk BO-001P-01

13%

16%

19%

100%

100%

100%

Yes

8

RU000A100YE6

TransContainer PBO-01

16%

19%

22%

100%

100%

100%

Yes

9

RU000A0ZYPG6

TransKonteiner BO-01

15%

18%

21%

100%

100%

100%

Yes

10

RU000A0ZYCR1

TransKomplektHolding BO-P1

9%

12%

15%

100%

100%

100%

Yes

CCP NCC changes the above risk parameters within regular monitoring process according to the criteria for bonds available for marginal trading.