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 |