CCP NCC will set the following risk parameters on Securities market due to corporate actions:
Ticker
Description
Current and from 13.04.2021
market risk rates
Market risk rates
from 30.03.2021 till 12.04.2021
Current and from 13.04.2021 ban on short selling
Ban on short selling from 30.03.2021 till 12.04.2021
S_1_min
S_2_min
S_3_min
VTBB
VTBB ETF
30%
40%
100%
No
Yes
VTBU
VTBU ETF
36%
46%
Additionally, the following risk parameters will be changed starting from April 13, 2021:
Current concentration limits, units
Concentration limits from 13.04.2021, units
LK_1
LK_2
9 550
47 750
95 500
477 500
2 600
13 000
104 000
520 000
