News

CCP NCC is changing the following risk parameters on Securities market starting from April 14, 2021.

№

Ticker

Description

Current market risk rates

New market risk rates

New concentration limits, number of securities

New

Ban on short selling

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

LK1

LK2

1

RU000A0ZYJT2

Mortgage agent DOM RF 2P

40%

43%

46%

27%

30%

100%

963 956

4 819 780

No

2

RU000A0ZZCH9

DOM.RF Mortgage agent 05-002P

100%

100%

100%

23%

26%

100%

226 178

1 130 890

No

3

RU000A0ZZNW5

DOM.RF Mortgage agent 04-002P

100%

100%

100%

23%

26%

100%

281 547

1 407 735

No

4

RU000A0ZZV86

DOM.RF Mortgage agent 06-002P

40%

43%

46%

26%

29%

100%

1 485 276

7 426 380

No

5

RU000A100YY4

DOM.RF Mortgage agent 11-002P

100%

100%

100%

21%

24%

100%

155 962

779 810

No

6

RU000A101JD7

DOM.RF Mortgage agent 05-001P

40%

43%

100%

24%

27%

100%

144 141

720 705

No

7

RU000A101TD6

DOM.RF Mortgage agent 15-002P

40%

43%

100%

22%

25%

100%

325 055

1 625 275

No

8

RU000A102D46

DOM.RF Mortgage agent 18-002P

40%

43%

100%

23%

26%

100%

280 378

1 401 890

No

9

RU000A102GD1

DOM.RF Mortgage agent BO 1P3

40%

43%

100%

24%

27%

100%

330 802

1 654 010

No

10

RU000A102GV3

DOM.RF Mortgage agent BO 1P1

40%

43%

100%

30%

33%

100%

116 504

582 520

No

11

RU000A102JB9

DOM.RF Mortgage agent BO 1P2

40%

43%

100%

29%

32%

100%

204 125

1 020 625

No