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% |
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 |
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.